+287.5%
SU vs CF
+5,310.1%
-5,022.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -10.6% | -0.9% | -9.7% | -10.4% |
| 30D | -6.6% | +6.9% | -13.6% | -9.6% |
| 3M | +12.9% | +4.8% | +8.1% | +9.8% |
| 6M | +6.7% | +4.7% | +2.1% | +3.4% |
| YTD | +55.2% | +56.5% | -1.3% | +22.9% |
| 1Y | +61.5% | +48.4% | +13.1% | +30.8% |
| 3Y | +128.7% | +59.1% | +69.5% | +73.5% |
| 5Y | +210.8% | +109.5% | +101.3% | +98.6% |
| 10Y | +214.4% | +487.0% | -272.6% | +18.0% |
| All | +287.5% | +5,310.1% | -5,022.6% | -41.3% |
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