+59.9%
CME vs SUI
+16.6%
+43.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -0.6% | +3.0% | -3.6% | -1.1% |
| 30D | +8.5% | +5.6% | +3.0% | +7.5% |
| 3M | +16.0% | +0.9% | +15.1% | +15.7% |
| 6M | +9.3% | -2.6% | +11.9% | +9.6% |
| YTD | +15.3% | -0.1% | +15.4% | +15.1% |
| 1Y | +14.4% | -1.4% | +15.8% | +14.4% |
| 3Y | +59.9% | +19.8% | +40.1% | +63.8% |
| All | +59.9% | +16.6% | +43.3% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 3y: compounded portfolio wealth divided by compounded SUI 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…
3y analysis · Full analysis span regression · 6 months rolling