+238.8%
SU vs CF
+479.1%
-240.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +1.7% | +4.8% | -3.1% | -0.5% |
| 30D | -7.9% | +4.7% | -12.6% | -10.1% |
| 3M | +7.5% | +7.4% | +0.1% | +3.3% |
| 6M | +7.2% | +0.6% | +6.6% | +5.9% |
| YTD | +60.9% | +64.1% | -3.2% | +22.3% |
| 1Y | +63.6% | +51.4% | +12.2% | +29.1% |
| 3Y | +128.9% | +67.8% | +61.1% | +65.0% |
| 5Y | +228.3% | +114.1% | +114.1% | +95.6% |
| All | +238.8% | +479.1% | -240.2% | +23.6% |
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