+265.7%
SU vs CP
+230.5%
+35.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.7% |
| 7D | +1.7% | -2.7% | +4.4% | +3.3% |
| 30D | +9.6% | -3.4% | +13.0% | +11.6% |
| 3M | +11.7% | -0.6% | +12.4% | +11.6% |
| 6M | +21.9% | +6.3% | +15.6% | +15.5% |
| YTD | +58.6% | +21.2% | +37.5% | +37.4% |
| 1Y | +66.5% | +20.0% | +46.5% | +44.7% |
| 3Y | +121.4% | +18.7% | +102.7% | +86.6% |
| 5Y | +355.7% | +34.8% | +321.0% | +240.2% |
| All | +265.7% | +230.5% | +35.2% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling