+35.4%
CMS vs SUI
-25.7%
+61.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +1.7% | +8.8% | -7.1% | -1.5% |
| 30D | +8.6% | +8.9% | -0.3% | +5.1% |
| 3M | -0.5% | +2.0% | -2.5% | -1.4% |
| 6M | -4.2% | -0.6% | -3.5% | -4.2% |
| YTD | +3.4% | +1.3% | +2.1% | +2.4% |
| 1Y | +0.4% | +1.3% | -0.8% | -0.5% |
| 3Y | +38.2% | +16.3% | +21.9% | +28.1% |
| 5Y | +35.4% | -25.1% | +60.5% | +40.3% |
| All | +35.4% | -25.7% | +61.1% | +40.3% |
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