+197.4%
CPB vs SUI
+4,171.7%
-3,974.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +11.6% | +8.8% | +2.8% | +9.8% |
| 30D | +23.3% | +8.9% | +14.4% | +21.3% |
| 3M | +1.6% | +2.0% | -0.4% | +1.3% |
| 6M | +13.9% | -0.6% | +14.6% | +14.1% |
| YTD | -11.7% | +1.3% | -13.0% | -11.9% |
| 1Y | -18.2% | +1.3% | -19.5% | -18.4% |
| 3Y | -35.2% | +16.3% | -51.5% | -37.3% |
| 5Y | -30.5% | -25.1% | -5.5% | -28.2% |
| 10Y | -37.1% | +121.1% | -158.2% | -47.7% |
| All | +197.4% | +4,171.7% | -3,974.3% | +53.6% |
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