+42.5%
CI vs SUI
-32.0%
+74.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | -2.8% | +4.1% | +1.8% |
| 30D | +4.4% | -1.2% | +5.6% | +4.7% |
| 3M | +0.7% | -1.7% | +2.4% | +1.0% |
| 6M | +0.3% | -10.5% | +10.8% | +2.2% |
| YTD | +3.8% | -1.8% | +5.6% | +3.9% |
| 1Y | -5.5% | -4.1% | -1.4% | -5.0% |
| 3Y | +8.1% | +11.3% | -3.1% | +4.8% |
| All | +42.5% | -32.0% | +74.5% | +58.6% |
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