+219.8%
CFG vs SUI
+120.9%
+98.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | -0.8% | -2.4% | +1.7% | +0.4% |
| 30D | +3.1% | +3.3% | -0.2% | +1.2% |
| 3M | -9.7% | +0.7% | -10.4% | -10.4% |
| 6M | +6.7% | -4.1% | +10.8% | +8.2% |
| YTD | +15.2% | -1.8% | +17.0% | +15.0% |
| 1Y | +28.8% | -4.1% | +32.8% | +30.0% |
| 3Y | +190.1% | +17.4% | +172.7% | +155.9% |
| 5Y | +63.4% | -27.0% | +90.4% | +83.2% |
| 10Y | +219.8% | +121.2% | +98.6% | +216.2% |
| All | +219.8% | +120.9% | +98.9% | +216.2% |
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 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