+7,314.3%
CMI vs SUI
+4,072.7%
+3,241.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -9.3% | +3.4% | -12.7% | -10.9% |
| 30D | -13.2% | +4.6% | -17.8% | -15.5% |
| 3M | -28.2% | +1.6% | -29.8% | -29.3% |
| 6M | -32.7% | -3.5% | -29.2% | -32.9% |
| YTD | -10.1% | -1.0% | -9.1% | -11.4% |
| 1Y | -4.9% | -1.7% | -3.1% | -5.9% |
| 3Y | +120.4% | +18.4% | +102.0% | +95.1% |
| 5Y | +114.3% | -26.3% | +140.6% | +130.3% |
| 10Y | +324.8% | +123.3% | +201.5% | +145.0% |
| All | +7,314.3% | +4,072.7% | +3,241.6% | +1,153.1% |
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 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