-10.7%
CMG vs SUI
-2.0%
-8.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.8% | -2.8% | 0.0% | -2.2% |
| 30D | +7.1% | -1.2% | +8.3% | +7.4% |
| 3M | +31.2% | -1.7% | +32.9% | +30.8% |
| 6M | +0.7% | -10.5% | +11.2% | +1.4% |
| YTD | -0.1% | -1.8% | +1.7% | +1.9% |
| 1Y | -10.7% | -4.1% | -6.7% | -2.5% |
| All | -10.7% | -2.0% | -8.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling