+7,462.5%
CMI vs SUI
+4,038.8%
+3,423.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.4% |
| 7D | -1.8% | -2.4% | +0.6% | -0.8% |
| 30D | -12.2% | +3.3% | -15.6% | -14.1% |
| 3M | -26.5% | +0.7% | -27.2% | -27.4% |
| 6M | -33.6% | -4.1% | -29.5% | -33.6% |
| YTD | -8.3% | -1.8% | -6.5% | -9.3% |
| 1Y | -1.3% | -4.1% | +2.8% | -1.3% |
| 3Y | +124.8% | +17.4% | +107.4% | +99.7% |
| 5Y | +119.9% | -27.0% | +146.9% | +137.3% |
| 10Y | +335.9% | +121.2% | +214.7% | +152.5% |
| All | +7,462.5% | +4,038.8% | +3,423.7% | +1,182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling