+5,967.0%
CF vs SUI
+1,103.1%
+4,863.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +6.0% | -2.8% | +8.8% | +7.1% |
| 30D | +14.8% | -1.2% | +16.0% | +15.2% |
| 3M | +14.1% | -1.7% | +15.8% | +14.6% |
| 6M | +28.5% | -10.5% | +39.0% | +33.1% |
| YTD | +74.9% | -1.8% | +76.8% | +74.8% |
| 1Y | +61.7% | -4.1% | +65.8% | +62.7% |
| 3Y | +80.3% | +11.3% | +69.1% | +67.1% |
| 5Y | +226.0% | -32.1% | +258.1% | +257.5% |
| 10Y | +569.9% | +110.4% | +459.4% | +345.0% |
| All | +5,967.0% | +1,103.1% | +4,863.9% | +1,507.3% |
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