+18.0%
CI vs SU
+88.1%
-70.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.9% | +3.4% |
| 7D | +3.5% | -7.1% | +10.6% | +3.7% |
| 30D | +12.6% | +4.8% | +7.8% | +12.3% |
| 3M | +12.1% | +12.5% | -0.4% | +11.8% |
| 6M | +10.6% | +6.5% | +4.1% | +8.6% |
| YTD | +12.8% | +65.8% | -53.0% | +13.2% |
| 1Y | +18.0% | +86.2% | -68.1% | +20.6% |
| All | +18.0% | +88.1% | -70.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling