+251.7%
CB vs SU
+242.3%
+9.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +2.9% | +1.7% | +1.2% | +2.5% |
| 30D | +7.3% | -7.9% | +15.2% | +9.1% |
| 3M | +9.4% | +7.5% | +1.8% | +7.1% |
| 6M | +19.6% | +7.2% | +12.4% | +16.8% |
| YTD | +21.5% | +60.9% | -39.4% | +6.7% |
| 1Y | +28.0% | +63.6% | -35.6% | +11.9% |
| 3Y | +74.9% | +128.9% | -54.0% | +37.7% |
| 5Y | +108.1% | +228.3% | -120.1% | +42.8% |
| All | +251.7% | +242.3% | +9.3% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling