+6,032.9%
CRM vs SUI
+1,051.7%
+4,981.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | +1.3% | -2.8% | +4.1% | +2.5% |
| 30D | +34.3% | -1.2% | +35.5% | +34.7% |
| 3M | +37.7% | -1.7% | +39.4% | +38.5% |
| 6M | +34.9% | -10.5% | +45.4% | +40.7% |
| YTD | -1.6% | -1.8% | +0.2% | -1.7% |
| 1Y | +7.1% | -4.1% | +11.2% | +7.9% |
| 3Y | +19.0% | +11.3% | +7.8% | +8.5% |
| 5Y | -1.3% | -32.1% | +30.8% | +11.4% |
| 10Y | +251.2% | +110.4% | +140.7% | +124.7% |
| All | +6,032.9% | +1,051.7% | +4,981.2% | +1,387.8% |
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