+154.1%
CMI vs SUI
+12.1%
+142.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +1.9% | -3.1% | +5.0% | +2.6% |
| 30D | -12.5% | -2.3% | -10.2% | -12.1% |
| 3M | -16.2% | -2.8% | -13.4% | -16.2% |
| 6M | +4.9% | -12.4% | +17.2% | +8.2% |
| YTD | +11.1% | -3.3% | +14.4% | +11.3% |
| 1Y | +43.4% | -5.8% | +49.2% | +44.5% |
| 3Y | +154.1% | +12.5% | +141.6% | +139.0% |
| All | +154.1% | +12.1% | +142.0% | +139.0% |
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