+481.0%
CF vs SUI
+117.1%
+363.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +4.8% | +3.4% | +1.3% | +3.6% |
| 30D | +9.7% | +4.6% | +5.1% | +8.0% |
| 3M | +1.2% | +1.6% | -0.3% | +0.4% |
| 6M | +7.4% | -3.5% | +10.8% | +8.0% |
| YTD | +60.5% | -1.0% | +61.5% | +59.6% |
| 1Y | +50.7% | -1.7% | +52.5% | +50.2% |
| 3Y | +64.8% | +18.4% | +46.4% | +51.2% |
| 5Y | +115.8% | -26.3% | +142.1% | +129.9% |
| 10Y | +481.0% | +123.3% | +357.7% | +384.6% |
| All | +481.0% | +117.1% | +363.9% | +384.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling