+338.3%
SU vs CAG
-43.1%
+381.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +2.2% | -5.7% | +7.9% | +2.8% |
| 30D | +8.4% | -2.4% | +10.8% | +8.7% |
| 3M | +12.1% | +9.8% | +2.3% | +10.7% |
| 6M | +19.7% | -10.8% | +30.5% | +21.0% |
| YTD | +58.4% | -10.8% | +69.2% | +59.9% |
| 1Y | +67.2% | -19.0% | +86.2% | +71.0% |
| 3Y | +125.0% | -39.7% | +164.7% | +137.3% |
| All | +338.3% | -43.1% | +381.4% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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