+63,606.1%
SU vs CP
+7,903.1%
+55,702.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +1.7% | +2.1% | -0.4% | +0.2% |
| 30D | -7.9% | +9.3% | -17.2% | -13.7% |
| 3M | +7.5% | +0.5% | +7.1% | +6.3% |
| 6M | +7.2% | +10.4% | -3.2% | -1.1% |
| YTD | +60.9% | +28.7% | +32.2% | +31.8% |
| 1Y | +63.6% | +33.2% | +30.5% | +30.8% |
| 3Y | +128.9% | +38.4% | +90.4% | +72.0% |
| 5Y | +228.3% | +26.2% | +202.1% | +156.7% |
| 10Y | +240.6% | +258.4% | -17.8% | +27.2% |
| All | +63,606.1% | +7,903.1% | +55,702.9% | +306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling