+7,343.6%
CB vs SU
+388,501.6%
-381,158.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | +2.9% | +1.7% | +1.2% | +2.9% |
| 30D | +7.3% | -7.9% | +15.2% | +7.3% |
| 3M | +9.4% | +7.5% | +1.8% | +9.4% |
| 6M | +19.6% | +7.2% | +12.4% | +19.6% |
| YTD | +21.5% | +60.9% | -39.4% | +21.4% |
| 1Y | +28.0% | +63.6% | -35.6% | +27.9% |
| 3Y | +74.9% | +128.9% | -54.0% | +74.7% |
| 5Y | +108.1% | +228.3% | -120.1% | +107.9% |
| 10Y | +251.8% | +240.6% | +11.2% | +251.2% |
| All | +7,343.6% | +388,501.6% | -381,158.0% | +7,260.9% |
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