+5.8%
CL vs SU
+67.3%
-61.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.3% |
| 7D | -2.2% | +2.2% | -4.4% | -1.9% |
| 30D | -6.0% | +8.4% | -14.4% | -4.8% |
| 3M | -2.3% | +12.1% | -14.4% | -0.9% |
| 6M | -2.0% | +19.7% | -21.6% | -1.1% |
| YTD | +11.8% | +58.4% | -46.6% | +10.1% |
| 1Y | +5.8% | +67.2% | -61.4% | +2.8% |
| All | +5.8% | +67.3% | -61.5% | +2.8% |
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