+52.9%
CL vs SU
+267.8%
-214.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | -4.8% | +9.6% | -14.4% | -5.3% |
| 3M | -1.7% | +11.7% | -13.4% | -2.4% |
| 6M | -3.8% | +21.9% | -25.7% | -5.2% |
| YTD | +13.3% | +58.6% | -45.4% | +9.8% |
| 1Y | +8.3% | +66.5% | -58.2% | +4.6% |
| 3Y | +28.8% | +121.4% | -92.6% | +21.3% |
| 5Y | +28.5% | +355.7% | -327.2% | +12.5% |
| All | +52.9% | +267.8% | -214.8% | +34.0% |
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