-42.1%
CPB vs SUI
+120.9%
-163.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | -5.8% | -3.8% | -2.0% | -4.9% |
| 30D | +16.5% | +3.9% | +12.5% | +15.5% |
| 3M | -1.1% | +0.2% | -1.3% | -1.1% |
| 6M | +11.5% | -4.2% | +15.6% | +12.6% |
| YTD | -15.7% | -2.5% | -13.2% | -15.3% |
| 1Y | -24.7% | -4.0% | -20.6% | -24.0% |
| 3Y | -37.3% | +16.5% | -53.8% | -39.6% |
| 5Y | -35.0% | -27.2% | -7.8% | -32.0% |
| All | -42.1% | +120.9% | -163.0% | -56.8% |
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