-6.1%
CI vs SU
+67.3%
-73.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -0.1% | +2.2% | -2.3% | -0.2% |
| 30D | +1.8% | +8.4% | -6.7% | +1.5% |
| 3M | -4.2% | +12.1% | -16.3% | -5.5% |
| 6M | +8.8% | +19.7% | -10.8% | +6.0% |
| YTD | +3.7% | +58.4% | -54.7% | +1.9% |
| 1Y | -6.1% | +67.2% | -73.4% | -7.5% |
| All | -6.1% | +67.3% | -73.4% | -7.5% |
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