+59.9%
SU vs CMS
-4.6%
+64.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | +0.3% | -1.3% | +1.6% | +0.3% |
| 30D | -7.9% | +5.3% | -13.1% | -8.0% |
| 3M | +9.2% | -0.3% | +9.5% | +9.3% |
| 6M | +5.5% | -4.0% | +9.5% | +6.4% |
| YTD | +59.5% | +2.1% | +57.3% | +54.9% |
| 1Y | +59.9% | -4.7% | +64.7% | +57.1% |
| All | +59.9% | -4.6% | +64.5% | +57.1% |
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