+34.6%
CP vs SUI
-0.1%
+34.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | +2.8% | +6.2% | -3.4% | +0.4% |
| 30D | +10.2% | +8.6% | +1.6% | +6.4% |
| 3M | +2.4% | +1.0% | +1.4% | +1.6% |
| 6M | +7.7% | -2.6% | +10.3% | +8.4% |
| YTD | +26.0% | -0.1% | +26.1% | +25.2% |
| 1Y | +34.6% | +0.5% | +34.2% | +33.2% |
| All | +34.6% | -0.1% | +34.8% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling