+32.1%
CL vs SU
+88.1%
-56.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +2.6% |
| 7D | +7.7% | -7.1% | +14.8% | +6.5% |
| 30D | +15.2% | +4.8% | +10.5% | +16.0% |
| 3M | +7.3% | +12.5% | -5.2% | +9.4% |
| 6M | +17.0% | +6.5% | +10.6% | +17.7% |
| YTD | +28.0% | +65.8% | -37.8% | +25.3% |
| 1Y | +32.1% | +86.2% | -54.0% | +26.7% |
| All | +32.1% | +88.1% | -56.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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