+104.2%
CB vs SUI
-25.9%
+130.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +0.7% | +3.4% | -2.7% | -0.1% |
| 30D | +8.2% | +4.6% | +3.6% | +7.0% |
| 3M | +6.3% | +1.6% | +4.7% | +5.8% |
| 6M | +16.2% | -3.5% | +19.6% | +16.9% |
| YTD | +19.3% | -1.0% | +20.3% | +19.3% |
| 1Y | +29.2% | -1.7% | +30.9% | +29.3% |
| 3Y | +71.4% | +18.4% | +53.1% | +63.0% |
| 5Y | +104.2% | -26.3% | +130.6% | +122.0% |
| All | +104.2% | -25.9% | +130.2% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling