+15.4%
CF vs SUNB
+13.4%
+2.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | +1.8% |
| 7D | -0.9% | -2.6% | +1.7% | -1.6% |
| 30D | +6.9% | +8.6% | -1.7% | +10.1% |
| 3M | +4.8% | +1.1% | +3.8% | +5.9% |
| 6M | +4.7% | +13.1% | -8.5% | +12.8% |
| All | +15.4% | +13.4% | +2.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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