+71.0%
CME vs SUI
-25.7%
+96.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +3.7% | +8.8% | -5.1% | +1.6% |
| 30D | +13.7% | +8.9% | +4.8% | +11.5% |
| 3M | +16.6% | +2.0% | +14.5% | +15.9% |
| 6M | +8.2% | -0.6% | +8.8% | +8.2% |
| YTD | +16.3% | +1.3% | +15.0% | +15.7% |
| 1Y | +19.1% | +1.3% | +17.8% | +18.4% |
| 3Y | +67.4% | +16.3% | +51.1% | +59.1% |
| 5Y | +71.0% | -25.1% | +96.0% | +88.1% |
| All | +71.0% | -25.7% | +96.6% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling