+61,246.3%
SU vs CPB
+325.7%
+60,920.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -1.3% |
| 7D | +3.6% | -8.6% | +12.2% | +2.0% |
| 30D | +7.9% | -7.2% | +15.1% | +6.6% |
| 3M | +3.5% | +0.9% | +2.6% | +4.0% |
| 6M | +19.0% | -11.8% | +30.8% | +17.1% |
| YTD | +55.0% | -19.4% | +74.4% | +50.4% |
| 1Y | +71.2% | -30.4% | +101.6% | +62.2% |
| 3Y | +117.4% | -40.2% | +157.6% | +102.1% |
| 5Y | +335.2% | -39.5% | +374.7% | +308.1% |
| 10Y | +248.7% | -47.4% | +296.1% | +222.3% |
| All | +61,246.3% | +325.7% | +60,920.5% | +214,139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling