-20.9%
CG vs SUI
-26.3%
+5.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -1.2% | +6.2% | -7.4% | -4.3% |
| 30D | +5.0% | +8.6% | -3.6% | +0.3% |
| 3M | -18.2% | +1.0% | -19.2% | -18.9% |
| 6M | -20.7% | -2.6% | -18.1% | -20.3% |
| YTD | -31.4% | -0.1% | -31.3% | -32.2% |
| 1Y | -22.3% | +0.5% | -22.7% | -23.4% |
| 3Y | +50.2% | +15.3% | +34.9% | +30.2% |
| All | -20.9% | -26.3% | +5.4% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling