+9,407.5%
CP vs SUI
+4,142.3%
+5,265.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +1.6% |
| 7D | +5.6% | +10.0% | -4.5% | +1.8% |
| 30D | +10.0% | +8.4% | +1.6% | +6.6% |
| 3M | +4.4% | +0.7% | +3.7% | +3.9% |
| 6M | +14.1% | -0.9% | +15.0% | +14.0% |
| YTD | +29.1% | +0.6% | +28.4% | +28.2% |
| 1Y | +34.6% | +0.8% | +33.8% | +33.5% |
| 3Y | +29.8% | +15.5% | +14.3% | +20.1% |
| 5Y | +28.7% | -25.9% | +54.6% | +38.3% |
| 10Y | +267.3% | +119.5% | +147.8% | +153.1% |
| All | +9,407.5% | +4,142.3% | +5,265.2% | +2,595.6% |
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 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