+125.4%
SU vs CPB
-43.2%
+168.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.1% |
| 7D | +1.7% | -5.4% | +7.0% | +1.6% |
| 30D | +9.6% | -7.8% | +17.5% | +9.6% |
| 3M | +11.7% | -6.9% | +18.7% | +11.8% |
| 6M | +21.9% | -12.2% | +34.1% | +22.2% |
| YTD | +58.6% | -21.1% | +79.7% | +59.7% |
| 1Y | +66.5% | -33.5% | +100.0% | +68.9% |
| All | +125.4% | -43.2% | +168.5% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling