+223.7%
SU vs CP
+25.9%
+197.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -4.3% | -0.7% | -3.6% | -4.0% |
| 30D | -6.2% | +9.6% | -15.8% | -9.9% |
| 3M | +9.7% | +2.2% | +7.5% | +8.2% |
| 6M | +7.3% | +11.1% | -3.8% | +1.8% |
| YTD | +58.7% | +28.2% | +30.6% | +39.3% |
| 1Y | +59.7% | +32.2% | +27.6% | +38.0% |
| 3Y | +129.2% | +35.5% | +93.7% | +88.2% |
| 5Y | +223.7% | +26.8% | +196.9% | +173.7% |
| All | +223.7% | +25.9% | +197.7% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling