+171.4%
CPB vs SUI
+4,037.5%
-3,866.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | -8.6% | -2.8% | -5.8% | -8.1% |
| 30D | -7.2% | -1.2% | -6.1% | -7.0% |
| 3M | +0.9% | -1.7% | +2.6% | +1.3% |
| 6M | -11.8% | -10.5% | -1.3% | -9.9% |
| YTD | -19.4% | -1.8% | -17.6% | -19.2% |
| 1Y | -30.4% | -4.1% | -26.3% | -29.8% |
| 3Y | -40.2% | +11.3% | -51.4% | -41.7% |
| 5Y | -39.5% | -32.1% | -7.4% | -36.3% |
| 10Y | -47.4% | +110.4% | -157.8% | -55.8% |
| All | +171.4% | +4,037.5% | -3,866.1% | +41.0% |
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