-39.4%
CPB vs SUI
+117.1%
-156.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +2.9% | +3.4% | -0.6% | +2.1% |
| 30D | +17.6% | +4.6% | +13.0% | +16.4% |
| 3M | +2.0% | +1.6% | +0.5% | +1.7% |
| 6M | +11.6% | -3.5% | +15.1% | +12.6% |
| YTD | -13.8% | -1.0% | -12.8% | -13.6% |
| 1Y | -21.6% | -1.7% | -19.8% | -21.3% |
| 3Y | -35.8% | +18.4% | -54.2% | -38.4% |
| 5Y | -33.3% | -26.3% | -6.9% | -30.4% |
| 10Y | -39.4% | +123.3% | -162.8% | -55.1% |
| All | -39.4% | +117.1% | -156.5% | -55.1% |
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