+206.6%
CFG vs SUI
+120.9%
+85.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | +1.6% | -3.8% | +5.4% | +3.6% |
| 30D | +3.3% | +3.9% | -0.7% | +1.0% |
| 3M | -11.5% | +0.2% | -11.8% | -12.0% |
| 6M | +6.2% | -4.2% | +10.4% | +7.7% |
| YTD | +14.3% | -2.5% | +16.8% | +14.5% |
| 1Y | +26.7% | -4.0% | +30.8% | +27.9% |
| 3Y | +187.8% | +16.5% | +171.2% | +154.8% |
| 5Y | +61.3% | -27.2% | +88.5% | +81.1% |
| All | +206.6% | +120.9% | +85.7% | +204.2% |
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