+289.3%
SU vs CF
+5,449.8%
-5,160.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.7% |
| 7D | -10.2% | +4.8% | -15.0% | -12.3% |
| 30D | -6.2% | +9.7% | -15.9% | -10.3% |
| 3M | +8.7% | +1.2% | +7.5% | +7.4% |
| 6M | +7.2% | +7.4% | -0.1% | +2.7% |
| YTD | +55.9% | +60.5% | -4.6% | +22.0% |
| 1Y | +60.4% | +50.7% | +9.7% | +28.9% |
| 3Y | +125.2% | +64.8% | +60.4% | +68.2% |
| 5Y | +216.7% | +115.8% | +100.9% | +99.7% |
| 10Y | +223.9% | +481.0% | -257.2% | +22.2% |
| All | +289.3% | +5,449.8% | -5,160.6% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling