+41.9%
CMI vs SU
+71.8%
-29.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | -0.7% | +3.6% | -4.3% | -0.6% |
| 30D | -13.4% | +7.9% | -21.3% | -13.2% |
| 3M | -17.0% | +3.5% | -20.5% | -16.1% |
| 6M | -1.6% | +19.0% | -20.6% | -6.2% |
| YTD | +11.0% | +55.0% | -44.0% | -2.4% |
| 1Y | +41.9% | +71.2% | -29.3% | +21.0% |
| All | +41.9% | +71.8% | -29.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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