+265.2%
SU vs CPB
-45.3%
+310.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.3% |
| 30D | +8.4% | -7.1% | +15.5% | +8.9% |
| 3M | +12.1% | -6.0% | +18.1% | +12.4% |
| 6M | +19.7% | -5.3% | +24.9% | +19.8% |
| YTD | +58.4% | -20.8% | +79.3% | +60.6% |
| 1Y | +67.2% | -33.8% | +101.1% | +71.8% |
| 3Y | +125.0% | -43.7% | +168.8% | +132.6% |
| 5Y | +355.1% | -40.7% | +395.8% | +367.0% |
| All | +265.2% | -45.3% | +310.5% | +291.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling