+131.1%
CMS vs SGI
+397.2%
-266.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | -1.0% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +7.2% | +3.9% | +3.3% | +6.9% |
| 3M | -1.3% | -0.8% | -0.4% | -1.3% |
| 6M | -4.3% | -18.0% | +13.6% | -3.4% |
| YTD | +2.1% | -27.6% | +29.7% | +3.7% |
| 1Y | -0.6% | -27.2% | +26.6% | +0.9% |
| 3Y | +38.0% | +76.0% | -37.9% | +31.8% |
| 5Y | +33.6% | +50.0% | -16.3% | +27.1% |
| All | +131.1% | +397.2% | -266.1% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling