-39.3%
CPB vs SUI
-32.0%
-7.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | -8.6% | -2.8% | -5.8% | -7.9% |
| 30D | -7.2% | -1.2% | -6.1% | -7.0% |
| 3M | +0.9% | -1.7% | +2.6% | +1.4% |
| 6M | -11.8% | -10.5% | -1.3% | -9.5% |
| YTD | -19.4% | -1.8% | -17.6% | -19.1% |
| 1Y | -30.4% | -4.1% | -26.3% | -29.7% |
| 3Y | -40.2% | +11.3% | -51.4% | -41.5% |
| All | -39.3% | -32.0% | -7.3% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling