+58.2%
CAPR vs SUI
-2.0%
+60.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | -2.0% | -2.8% | +0.8% | +0.4% |
| 30D | +139.2% | -1.2% | +140.4% | +143.0% |
| 3M | -66.4% | -1.7% | -64.6% | -64.9% |
| 6M | -63.1% | -10.5% | -52.7% | -60.6% |
| YTD | -67.4% | -1.8% | -65.6% | -65.6% |
| 1Y | +58.2% | -4.1% | +62.3% | +74.0% |
| All | +58.2% | -2.0% | +60.3% | +74.0% |
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