+115.8%
CMS vs SGI
+261.3%
-145.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.2% | +9.3% | -8.1% | +0.7% |
| 30D | -3.2% | +6.9% | -10.0% | -3.6% |
| 3M | -2.2% | +2.8% | -5.1% | -2.5% |
| 6M | -9.4% | -12.6% | +3.2% | -8.9% |
| YTD | +0.7% | -21.5% | +22.2% | +1.8% |
| 1Y | +0.4% | -18.8% | +19.1% | +1.2% |
| 3Y | +35.2% | +60.8% | -25.7% | +29.8% |
| 5Y | +24.1% | +60.0% | -35.9% | +17.6% |
| 10Y | +115.8% | +267.8% | -152.0% | +97.7% |
| All | +115.8% | +261.3% | -145.5% | +97.7% |
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 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