+362.4%
CFG vs SUI
+241.6%
+120.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +1.5% | -2.8% | +4.4% | +2.8% |
| 30D | -3.8% | -1.2% | -2.7% | -3.4% |
| 3M | +11.5% | -1.7% | +13.2% | +12.0% |
| 6M | +19.2% | -10.5% | +29.7% | +24.7% |
| YTD | +23.7% | -1.8% | +25.5% | +23.9% |
| 1Y | +38.8% | -4.1% | +42.9% | +40.3% |
| 3Y | +178.9% | +11.3% | +167.6% | +157.8% |
| 5Y | +101.8% | -32.1% | +133.9% | +130.1% |
| 10Y | +317.3% | +110.4% | +206.8% | +280.5% |
| All | +362.4% | +241.6% | +120.8% | +275.5% |
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