+342.0%
SU vs CF
+227.0%
+115.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.6% |
| 7D | +3.6% | +6.0% | -2.4% | +1.2% |
| 30D | +7.9% | +14.8% | -7.0% | +1.9% |
| 3M | +3.5% | +14.1% | -10.6% | -2.1% |
| 6M | +19.0% | +28.5% | -9.6% | +5.6% |
| YTD | +55.0% | +74.9% | -20.0% | +20.8% |
| 1Y | +71.2% | +61.7% | +9.5% | +37.3% |
| 3Y | +117.4% | +80.3% | +37.1% | +61.0% |
| All | +342.0% | +227.0% | +115.0% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling