+7,201.3%
CMI vs SGI
+2,073.9%
+5,127.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +1.9% | +9.3% | -7.4% | -0.6% |
| 30D | -12.5% | +6.9% | -19.4% | -14.2% |
| 3M | -16.2% | +2.8% | -19.1% | -17.2% |
| 6M | +4.9% | -12.6% | +17.5% | +7.8% |
| YTD | +11.1% | -21.5% | +32.7% | +17.3% |
| 1Y | +43.4% | -18.8% | +62.1% | +49.8% |
| 3Y | +154.1% | +60.8% | +93.2% | +119.1% |
| 5Y | +169.5% | +60.0% | +109.5% | +124.5% |
| 10Y | +503.8% | +267.8% | +235.9% | +249.7% |
| All | +7,201.3% | +2,073.9% | +5,127.4% | +1,766.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling