+89.6%
CL vs SU
+242.3%
-152.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +3.2% | +1.7% | +1.5% | +3.1% |
| 30D | +8.0% | -7.9% | +15.9% | +8.4% |
| 3M | +7.9% | +7.5% | +0.3% | +7.3% |
| 6M | +14.7% | +7.2% | +7.5% | +14.1% |
| YTD | +29.2% | +60.9% | -31.8% | +25.0% |
| 1Y | +29.5% | +63.6% | -34.1% | +25.2% |
| 3Y | +40.7% | +128.9% | -88.2% | +32.1% |
| 5Y | +43.9% | +228.3% | -184.4% | +29.8% |
| All | +89.6% | +242.3% | -152.7% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling