+61,246.3%
SU vs CMS
+457.8%
+60,788.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | +7.9% | -3.6% | +11.5% | +9.0% |
| 3M | +3.5% | -1.9% | +5.4% | +3.8% |
| 6M | +19.0% | -11.0% | +29.9% | +22.9% |
| YTD | +55.0% | +0.2% | +54.8% | +54.1% |
| 1Y | +71.2% | -1.3% | +72.5% | +70.9% |
| 3Y | +117.4% | +35.9% | +81.5% | +93.6% |
| 5Y | +335.2% | +23.1% | +312.1% | +295.5% |
| 10Y | +248.7% | +117.9% | +130.8% | +156.8% |
| All | +61,246.3% | +457.8% | +60,788.5% | +26,824.2% |
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 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