-4.7%
CRM vs SUI
-33.5%
+28.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -5.0% | -4.3% | -0.7% | -3.6% |
| 30D | +23.6% | -2.1% | +25.8% | +24.2% |
| 3M | +39.6% | -6.1% | +45.7% | +42.3% |
| 6M | +23.4% | -12.8% | +36.2% | +28.6% |
| YTD | -7.4% | -4.6% | -2.7% | -6.6% |
| 1Y | -2.3% | -7.7% | +5.4% | -0.5% |
| 3Y | +10.5% | +10.9% | -0.4% | +0.7% |
| 5Y | -4.7% | -32.4% | +27.7% | +12.6% |
| All | -4.7% | -33.5% | +28.8% | +12.6% |
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