+66.5%
SU vs CP
+20.0%
+46.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.1% |
| 7D | +1.7% | -2.7% | +4.4% | +1.7% |
| 30D | +9.6% | -3.4% | +13.0% | +9.7% |
| 3M | +11.7% | -0.6% | +12.4% | +11.6% |
| 6M | +21.9% | +6.3% | +15.6% | +21.7% |
| YTD | +58.6% | +21.2% | +37.5% | +53.1% |
| 1Y | +66.5% | +20.0% | +46.5% | +62.2% |
| All | +66.5% | +20.0% | +46.5% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling