+265.2%
SU vs CG
+314.7%
-49.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.4% |
| 7D | +2.2% | -9.9% | +12.1% | +5.8% |
| 30D | +8.4% | -11.7% | +20.1% | +12.7% |
| 3M | +12.1% | -4.3% | +16.4% | +12.7% |
| 6M | +19.7% | -8.8% | +28.4% | +21.2% |
| YTD | +58.4% | -26.9% | +85.3% | +71.8% |
| 1Y | +67.2% | -35.4% | +102.7% | +88.9% |
| 3Y | +125.0% | +43.0% | +82.0% | +75.2% |
| 5Y | +355.1% | +1.9% | +353.2% | +286.1% |
| All | +265.2% | +314.7% | -49.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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