+115.4%
CMS vs SUI
+110.1%
+5.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +0.4% | -2.8% | +3.2% | +1.6% |
| 30D | -3.6% | -1.2% | -2.4% | -3.2% |
| 3M | -1.9% | -1.7% | -0.2% | -1.3% |
| 6M | -11.0% | -10.5% | -0.5% | -6.8% |
| YTD | +0.2% | -1.8% | +2.0% | +0.6% |
| 1Y | -1.3% | -4.1% | +2.8% | -0.1% |
| 3Y | +35.9% | +11.3% | +24.7% | +26.1% |
| 5Y | +23.1% | -32.1% | +55.2% | +40.8% |
| All | +115.4% | +110.1% | +5.4% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling