+109.0%
CTVA vs SUI
-32.0%
+141.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +4.9% | -2.8% | +7.8% | +5.9% |
| 30D | +11.9% | -1.2% | +13.1% | +12.3% |
| 3M | +13.7% | -1.7% | +15.4% | +14.2% |
| 6M | +13.1% | -10.5% | +23.6% | +17.1% |
| YTD | +32.0% | -1.8% | +33.8% | +32.3% |
| 1Y | +22.1% | -4.1% | +26.2% | +23.2% |
| 3Y | +77.5% | +11.3% | +66.2% | +68.6% |
| All | +109.0% | -32.0% | +141.0% | +125.2% |
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 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