+7,451.3%
CME vs SUI
+1,276.4%
+6,174.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +3.7% | +8.8% | -5.1% | -0.3% |
| 30D | +13.7% | +8.9% | +4.8% | +9.2% |
| 3M | +16.6% | +2.0% | +14.5% | +15.2% |
| 6M | +8.2% | -0.6% | +8.8% | +8.1% |
| YTD | +16.3% | +1.3% | +15.0% | +14.8% |
| 1Y | +19.1% | +1.3% | +17.8% | +17.5% |
| 3Y | +67.4% | +16.3% | +51.1% | +49.5% |
| 5Y | +71.0% | -25.1% | +96.0% | +83.1% |
| 10Y | +338.9% | +121.1% | +217.9% | +166.7% |
| All | +7,451.3% | +1,276.4% | +6,174.9% | +1,322.2% |
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 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