+37.6%
CMS vs SGI
+58.5%
-21.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | +1.7% | +5.3% | -3.7% | +1.2% |
| 30D | +8.6% | +8.2% | +0.4% | +7.9% |
| 3M | -0.5% | -2.2% | +1.7% | -0.4% |
| 6M | -4.2% | -8.4% | +4.3% | -3.9% |
| YTD | +3.4% | -23.4% | +26.9% | +4.9% |
| 1Y | +0.4% | -14.0% | +14.4% | +0.9% |
| 3Y | +38.2% | +78.8% | -40.6% | +30.1% |
| All | +37.6% | +58.5% | -21.0% | +25.5% |
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