+169.5%
CMI vs SUI
-32.1%
+201.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +1.9% | -3.1% | +5.0% | +2.8% |
| 30D | -12.5% | -2.3% | -10.2% | -12.0% |
| 3M | -16.2% | -2.8% | -13.4% | -16.1% |
| 6M | +4.9% | -12.4% | +17.2% | +8.4% |
| YTD | +11.1% | -3.3% | +14.4% | +11.4% |
| 1Y | +43.4% | -5.8% | +49.2% | +44.6% |
| 3Y | +154.1% | +12.5% | +141.6% | +138.1% |
| 5Y | +169.5% | -32.9% | +202.3% | +201.1% |
| All | +169.5% | -32.1% | +201.6% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling