+5,294.5%
CF vs SUI
+1,142.1%
+4,152.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.9% |
| 7D | +0.4% | +8.8% | -8.4% | -2.8% |
| 30D | +2.2% | +8.9% | -6.7% | -1.3% |
| 3M | +2.1% | +2.0% | +0.1% | +0.8% |
| 6M | -6.5% | -0.6% | -5.9% | -6.9% |
| YTD | +55.6% | +1.3% | +54.2% | +53.1% |
| 1Y | +42.3% | +1.3% | +41.0% | +40.0% |
| 3Y | +55.7% | +16.3% | +39.5% | +41.7% |
| 5Y | +122.4% | -25.1% | +147.5% | +134.3% |
| 10Y | +568.5% | +121.1% | +447.5% | +334.8% |
| All | +5,294.5% | +1,142.1% | +4,152.5% | +1,307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling