+51.1%
CF vs SUI
+16.0%
+35.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.2% | -9.5% | -4.9% |
| 7D | -6.9% | +10.0% | -16.9% | -7.9% |
| 30D | -3.7% | +8.4% | -12.1% | -4.6% |
| 3M | -5.0% | +0.7% | -5.6% | -5.0% |
| 6M | -10.5% | -0.9% | -9.5% | -10.4% |
| YTD | +46.5% | +0.6% | +45.9% | +45.8% |
| 1Y | +34.8% | +0.8% | +34.1% | +34.1% |
| All | +51.1% | +16.0% | +35.0% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling