+37.4%
CMI vs SGI
-21.0%
+58.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -0.7% | -4.5% | +3.7% | +0.9% |
| 30D | -12.4% | +4.2% | -16.6% | -13.9% |
| 3M | -14.8% | -7.4% | -7.3% | -12.5% |
| 6M | +0.8% | -15.1% | +15.9% | +6.4% |
| YTD | +10.2% | -24.7% | +34.9% | +21.1% |
| 1Y | +37.4% | -21.8% | +59.2% | +48.9% |
| All | +37.4% | -21.0% | +58.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling