+104.9%
CB vs SU
+222.7%
-117.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.1% |
| 7D | -1.0% | -4.3% | +3.2% | -0.4% |
| 30D | +7.3% | -6.2% | +13.5% | +8.1% |
| 3M | +7.0% | +9.7% | -2.7% | +5.3% |
| 6M | +16.3% | +7.3% | +9.0% | +14.6% |
| YTD | +19.7% | +58.7% | -39.0% | +10.2% |
| 1Y | +27.8% | +59.7% | -31.9% | +17.5% |
| 3Y | +72.0% | +129.2% | -57.2% | +46.5% |
| 5Y | +104.9% | +223.7% | -118.8% | +57.0% |
| All | +104.9% | +222.7% | -117.8% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling