+7,463.6%
CI vs SU
+60,256.6%
-52,793.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | +1.3% | +3.6% | -2.3% | +1.3% |
| 30D | +4.4% | +7.9% | -3.4% | +4.4% |
| 3M | +0.7% | +3.5% | -2.8% | +0.7% |
| 6M | +0.3% | +19.0% | -18.6% | +0.3% |
| YTD | +3.8% | +55.0% | -51.1% | +3.8% |
| 1Y | -5.5% | +71.2% | -76.7% | -5.6% |
| 3Y | +8.1% | +117.4% | -109.3% | +8.0% |
| 5Y | +42.8% | +335.2% | -292.4% | +42.5% |
| 10Y | +143.9% | +248.7% | -104.9% | +143.4% |
| All | +7,463.6% | +60,256.6% | -52,793.0% | +7,408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling