+125.6%
SU vs CF
+57.7%
+67.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -13.4% | -3.2% | -10.3% | -12.6% |
| 30D | +0.9% | +4.3% | -3.4% | -0.7% |
| 3M | +12.8% | +2.8% | +10.0% | +11.4% |
| 6M | +8.3% | +0.6% | +7.7% | +7.4% |
| YTD | +58.2% | +56.6% | +1.6% | +33.8% |
| 1Y | +67.1% | +49.6% | +17.5% | +43.4% |
| 3Y | +125.6% | +61.5% | +64.1% | +83.7% |
| All | +125.6% | +57.7% | +67.9% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling