+47.2%
CAPR vs SUI
+1.6%
+45.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +3.3% |
| 7D | +43.2% | +10.0% | +33.1% | +30.9% |
| 30D | +14.7% | +8.4% | +6.2% | +5.1% |
| 3M | +113.9% | +0.7% | +113.3% | +113.6% |
| 6M | -73.4% | -0.9% | -72.4% | -72.3% |
| YTD | -69.1% | +0.6% | -69.7% | -66.8% |
| 1Y | +47.2% | +0.8% | +46.4% | +68.6% |
| All | +47.2% | +1.6% | +45.5% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling