+6,646.7%
CB vs SU
+374,106.9%
-367,460.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | +0.5% | +3.6% | -3.1% | +0.5% |
| 30D | -3.1% | +7.9% | -11.0% | -3.1% |
| 3M | +9.0% | +3.5% | +5.5% | +8.9% |
| 6M | +2.9% | +19.0% | -16.1% | +2.8% |
| YTD | +10.1% | +55.0% | -44.9% | +10.1% |
| 1Y | +22.8% | +71.2% | -48.4% | +22.7% |
| 3Y | +73.8% | +117.4% | -43.6% | +73.6% |
| 5Y | +99.2% | +335.2% | -236.0% | +98.9% |
| 10Y | +218.2% | +248.7% | -30.5% | +217.7% |
| All | +6,646.7% | +374,106.9% | -367,460.2% | +6,572.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling