+86.2%
SU vs CPB
-18.4%
+104.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.4% | -4.0% |
| 7D | -7.1% | +13.0% | -20.1% | -6.2% |
| 30D | +4.8% | +20.5% | -15.8% | +6.1% |
| 3M | +12.5% | +2.2% | +10.3% | +13.1% |
| 6M | +6.5% | +15.4% | -8.9% | +7.8% |
| YTD | +65.8% | -12.3% | +78.1% | +70.1% |
| 1Y | +86.2% | -18.0% | +104.1% | +94.0% |
| All | +86.2% | -18.4% | +104.6% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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