+225.3%
SU vs CMS
+34.5%
+190.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | -7.9% | +5.3% | -13.1% | -8.8% |
| 3M | +9.2% | -0.3% | +9.5% | +9.2% |
| 6M | +5.5% | -4.0% | +9.5% | +6.1% |
| YTD | +59.5% | +2.1% | +57.3% | +58.0% |
| 1Y | +59.9% | -4.7% | +64.7% | +60.9% |
| 3Y | +130.3% | +36.8% | +93.5% | +109.9% |
| 5Y | +225.3% | +34.9% | +190.5% | +193.3% |
| All | +225.3% | +34.5% | +190.8% | +193.3% |
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