+125.4%
SU vs CG
+44.6%
+80.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.2% |
| 7D | +1.7% | -9.8% | +11.5% | +3.2% |
| 30D | +9.6% | -10.3% | +19.9% | +11.3% |
| 3M | +11.7% | -1.7% | +13.4% | +11.5% |
| 6M | +21.9% | -9.8% | +31.7% | +23.0% |
| YTD | +58.6% | -25.6% | +84.2% | +65.5% |
| 1Y | +66.5% | -32.5% | +99.0% | +77.1% |
| All | +125.4% | +44.6% | +80.8% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling