+153.3%
CMI vs SU
+120.0%
+33.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -0.7% | +2.2% | -2.9% | -1.2% |
| 30D | -12.4% | +8.4% | -20.8% | -14.1% |
| 3M | -14.8% | +12.1% | -26.9% | -17.3% |
| 6M | +0.8% | +19.7% | -18.9% | -5.7% |
| YTD | +10.2% | +58.4% | -48.2% | -6.8% |
| 1Y | +37.4% | +67.2% | -29.8% | +13.8% |
| 3Y | +153.3% | +125.0% | +28.2% | +92.0% |
| All | +153.3% | +120.0% | +33.3% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling