+323.6%
CMG vs SUI
+104.3%
+219.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -1.5% | -3.1% | +1.7% | -0.3% |
| 30D | +12.7% | -2.3% | +15.0% | +13.6% |
| 3M | +26.3% | -2.8% | +29.1% | +27.3% |
| 6M | +4.5% | -12.4% | +16.9% | +9.4% |
| YTD | -0.1% | -3.3% | +3.2% | +0.9% |
| 1Y | -6.8% | -5.8% | -1.0% | -5.3% |
| 3Y | -5.0% | +12.5% | -17.5% | -12.2% |
| 5Y | -3.0% | -32.9% | +29.8% | +9.6% |
| 10Y | +323.6% | +104.4% | +219.2% | +315.7% |
| All | +323.6% | +104.3% | +219.2% | +315.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling