+6,059.4%
CI vs SUI
+4,171.7%
+1,887.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +1.0% | +8.8% | -7.7% | -2.2% |
| 30D | +9.9% | +8.9% | +0.9% | +6.3% |
| 3M | +12.1% | +2.0% | +10.0% | +11.1% |
| 6M | +10.6% | -0.6% | +11.3% | +10.7% |
| YTD | +11.4% | +1.3% | +10.0% | +10.2% |
| 1Y | +18.8% | +1.3% | +17.5% | +17.5% |
| 3Y | +2.9% | +16.3% | -13.4% | -6.2% |
| 5Y | +54.5% | -25.1% | +79.6% | +63.4% |
| 10Y | +175.7% | +121.1% | +54.7% | +81.3% |
| All | +6,059.4% | +4,171.7% | +1,887.6% | +1,244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling