+63.2%
CME vs SUI
+15.1%
+48.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | +0.9% | +6.2% | -5.3% | -0.2% |
| 30D | +13.2% | +8.6% | +4.6% | +11.6% |
| 3M | +16.3% | +1.0% | +15.3% | +15.9% |
| 6M | +7.1% | -2.6% | +9.7% | +7.4% |
| YTD | +15.8% | -0.1% | +16.0% | +15.7% |
| 1Y | +17.1% | +0.5% | +16.6% | +16.8% |
| 3Y | +63.2% | +15.3% | +47.9% | +68.2% |
| All | +63.2% | +15.1% | +48.0% | +68.2% |
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