+9,104.5%
CP vs SUI
+4,037.5%
+5,066.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | -2.7% | -2.8% | +0.2% | -1.6% |
| 30D | +0.2% | -1.2% | +1.3% | +0.5% |
| 3M | +2.6% | -1.7% | +4.3% | +3.0% |
| 6M | +6.0% | -10.5% | +16.4% | +10.1% |
| YTD | +24.9% | -1.8% | +26.8% | +25.4% |
| 1Y | +20.1% | -4.1% | +24.2% | +21.4% |
| 3Y | +16.4% | +11.3% | +5.1% | +9.2% |
| 5Y | +31.7% | -32.1% | +63.8% | +46.5% |
| 10Y | +223.9% | +110.4% | +113.4% | +126.7% |
| All | +9,104.5% | +4,037.5% | +5,066.9% | +2,538.2% |
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 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