+86.2%
SU vs CMS
+1.4%
+84.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.5% |
| 7D | -7.1% | +4.1% | -11.2% | -7.1% |
| 30D | +4.8% | +10.9% | -6.1% | +4.5% |
| 3M | +12.5% | -0.2% | +12.7% | +12.8% |
| 6M | +6.5% | -4.7% | +11.2% | +8.1% |
| YTD | +65.8% | +3.9% | +61.9% | +61.4% |
| 1Y | +86.2% | +0.4% | +85.8% | +83.2% |
| All | +86.2% | +1.4% | +84.8% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling