-18.0%
CMG vs SUI
+18.2%
-36.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.5% | -1.5% | +3.9% | +2.8% |
| 30D | +15.6% | +3.7% | +11.8% | +14.8% |
| 3M | +8.2% | -0.4% | +8.6% | +8.1% |
| 6M | +9.9% | -2.8% | +12.6% | +10.1% |
| YTD | -4.6% | -1.6% | -3.0% | -4.4% |
| 1Y | +12.4% | -2.1% | +14.5% | +12.8% |
| 3Y | -18.0% | +18.5% | -36.5% | -20.5% |
| All | -18.0% | +18.2% | -36.1% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling