+248.6%
SU vs CG
+323.7%
-75.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +3.0% |
| 7D | +1.6% | -6.4% | +8.0% | +3.7% |
| 30D | +10.7% | -7.1% | +17.8% | +13.1% |
| 3M | +13.5% | -1.6% | +15.1% | +13.1% |
| 6M | +21.8% | -8.3% | +30.2% | +23.2% |
| YTD | +58.8% | -23.8% | +82.6% | +69.6% |
| 1Y | +72.0% | -28.7% | +100.8% | +87.0% |
| 3Y | +121.7% | +49.2% | +72.6% | +73.8% |
| 5Y | +350.4% | +5.5% | +344.9% | +282.9% |
| 10Y | +264.7% | +331.2% | -66.6% | +79.8% |
| All | +248.6% | +323.7% | -75.1% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling