+9,054.0%
CMI vs SUI
+4,037.5%
+5,016.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -0.7% | -2.8% | +2.1% | +0.6% |
| 30D | -13.4% | -1.2% | -12.3% | -13.1% |
| 3M | -17.0% | -1.7% | -15.3% | -17.2% |
| 6M | -1.6% | -10.5% | +8.8% | +2.3% |
| YTD | +11.0% | -1.8% | +12.8% | +10.6% |
| 1Y | +41.9% | -4.1% | +46.0% | +42.4% |
| 3Y | +151.8% | +11.3% | +140.5% | +130.3% |
| 5Y | +163.6% | -32.1% | +195.7% | +196.3% |
| 10Y | +472.9% | +110.4% | +362.5% | +241.4% |
| All | +9,054.0% | +4,037.5% | +5,016.5% | +1,463.7% |
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