+164.4%
CMI vs SGI
+45.9%
+118.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.3% | +0.2% |
| 7D | +0.8% | -4.9% | +5.7% | +2.5% |
| 30D | -12.8% | +1.6% | -14.4% | -13.4% |
| 3M | -12.4% | -3.2% | -9.3% | -12.0% |
| 6M | -0.9% | -16.0% | +15.2% | +4.0% |
| YTD | +8.9% | -25.4% | +34.3% | +18.4% |
| 1Y | +37.7% | -21.6% | +59.3% | +47.0% |
| 3Y | +148.9% | +52.9% | +96.0% | +112.7% |
| 5Y | +164.4% | +47.5% | +116.9% | +110.1% |
| All | +164.4% | +45.9% | +118.4% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling