+250.9%
CP vs SUI
+115.7%
+135.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | +2.8% | +6.2% | -3.4% | +0.5% |
| 30D | +10.2% | +8.6% | +1.6% | +6.8% |
| 3M | +2.4% | +1.0% | +1.4% | +1.7% |
| 6M | +7.7% | -2.6% | +10.3% | +8.2% |
| YTD | +26.0% | -0.1% | +26.1% | +25.5% |
| 1Y | +34.6% | +0.5% | +34.2% | +33.8% |
| 3Y | +26.7% | +15.3% | +11.4% | +17.3% |
| 5Y | +24.9% | -26.1% | +51.0% | +34.8% |
| All | +250.9% | +115.7% | +135.2% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling