+248.5%
SU vs CF
+589.1%
-340.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -1.0% | -0.9% | 0.0% | -0.6% |
| 30D | +13.7% | +18.1% | -4.4% | +4.9% |
| 3M | +8.0% | +23.4% | -15.3% | -2.5% |
| 6M | +21.0% | +17.1% | +3.9% | +9.9% |
| YTD | +56.2% | +76.2% | -20.0% | +16.0% |
| 1Y | +72.2% | +62.3% | +9.9% | +32.3% |
| 3Y | +118.1% | +71.8% | +46.3% | +57.1% |
| 5Y | +350.3% | +234.6% | +115.8% | +116.5% |
| 10Y | +248.5% | +574.3% | -325.8% | +30.1% |
| All | +248.5% | +589.1% | -340.7% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling