-39.8%
CPB vs SUI
+118.5%
-158.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +8.0% | +6.2% | +1.8% | +6.4% |
| 30D | +22.4% | +8.6% | +13.8% | +20.0% |
| 3M | +3.8% | +1.0% | +2.8% | +3.6% |
| 6M | +13.7% | -2.6% | +16.2% | +14.4% |
| YTD | -11.7% | -0.1% | -11.6% | -11.7% |
| 1Y | -18.1% | +0.5% | -18.6% | -18.3% |
| 3Y | -34.7% | +15.3% | -50.0% | -37.1% |
| 5Y | -30.6% | -26.1% | -4.4% | -27.6% |
| All | -39.8% | +118.5% | -158.3% | -56.2% |
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 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