+63,606.1%
SU vs CMS
+478.1%
+63,128.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | -7.9% | +6.2% | -14.1% | -9.7% |
| 3M | +7.5% | +0.6% | +6.9% | +7.1% |
| 6M | +7.2% | -1.8% | +9.0% | +7.3% |
| YTD | +60.9% | +3.8% | +57.1% | +58.0% |
| 1Y | +63.6% | -1.8% | +65.4% | +63.5% |
| 3Y | +128.9% | +39.8% | +89.0% | +102.0% |
| 5Y | +228.3% | +37.1% | +191.2% | +188.2% |
| 10Y | +240.6% | +138.6% | +102.0% | +143.4% |
| All | +63,606.1% | +478.1% | +63,128.0% | +27,500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling