+5,062.8%
CRM vs SUI
+1,054.4%
+4,008.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +2.0% | -1.5% | +3.4% | +2.6% |
| 30D | -7.7% | +3.7% | -11.4% | -9.3% |
| 3M | +8.4% | -0.4% | +8.8% | +8.0% |
| 6M | +31.9% | -2.8% | +34.7% | +32.7% |
| YTD | -17.2% | -1.6% | -15.6% | -17.5% |
| 1Y | -8.6% | -2.1% | -6.6% | -8.8% |
| 3Y | +3.1% | +18.5% | -15.4% | -8.6% |
| 5Y | -27.6% | -26.5% | -1.1% | -21.3% |
| 10Y | +197.6% | +121.6% | +76.0% | +85.8% |
| All | +5,062.8% | +1,054.4% | +4,008.4% | +1,148.3% |
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 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