+343.0%
SU vs CMS
+24.2%
+318.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | +13.7% | -3.2% | +16.8% | +14.3% |
| 3M | +8.0% | -2.2% | +10.2% | +8.3% |
| 6M | +21.0% | -9.4% | +30.4% | +23.0% |
| YTD | +56.2% | +0.7% | +55.6% | +55.4% |
| 1Y | +72.2% | +0.4% | +71.8% | +71.3% |
| 3Y | +118.1% | +35.2% | +82.9% | +101.1% |
| All | +343.0% | +24.2% | +318.8% | +303.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling