+50.6%
CI vs SU
+341.5%
-290.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | +3.1% | +9.6% | -6.5% | +2.0% |
| 3M | -4.5% | +11.7% | -16.2% | -6.0% |
| 6M | +8.3% | +21.9% | -13.7% | +5.1% |
| YTD | +3.8% | +58.6% | -54.8% | -2.7% |
| 1Y | -5.0% | +66.5% | -71.5% | -11.6% |
| 3Y | +5.8% | +121.4% | -115.7% | -6.5% |
| 5Y | +50.6% | +355.7% | -305.1% | +12.7% |
| All | +50.6% | +341.5% | -290.9% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling