+6,781.2%
CME vs SUI
+1,233.2%
+5,548.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | -1.6% | -2.8% | +1.3% | -0.3% |
| 30D | +6.2% | -1.2% | +7.4% | +6.7% |
| 3M | +10.4% | -1.7% | +12.2% | +11.2% |
| 6M | -9.5% | -10.5% | +0.9% | -5.1% |
| YTD | +6.0% | -1.8% | +7.9% | +6.4% |
| 1Y | +9.3% | -4.1% | +13.4% | +10.6% |
| 3Y | +57.7% | +11.3% | +46.4% | +43.3% |
| 5Y | +77.7% | -32.1% | +109.8% | +99.6% |
| 10Y | +281.2% | +110.4% | +170.8% | +136.9% |
| All | +6,781.2% | +1,233.2% | +5,548.0% | +1,217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling