+118.1%
SU vs CMS
+35.3%
+82.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -1.0% | +1.2% | -2.2% | -1.1% |
| 30D | +13.7% | -3.2% | +16.8% | +14.0% |
| 3M | +8.0% | -2.2% | +10.2% | +8.2% |
| 6M | +21.0% | -9.4% | +30.4% | +22.4% |
| YTD | +56.2% | +0.7% | +55.6% | +55.6% |
| 1Y | +72.2% | +0.4% | +71.8% | +71.4% |
| 3Y | +118.1% | +35.2% | +82.9% | +105.2% |
| All | +118.1% | +35.3% | +82.7% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling