+28.3%
CL vs SU
+360.6%
-332.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | -2.3% | +1.6% | -3.9% | -2.3% |
| 30D | -5.5% | +10.7% | -16.2% | -5.5% |
| 3M | +0.8% | +13.5% | -12.7% | +0.8% |
| 6M | -4.2% | +21.8% | -26.0% | -4.5% |
| YTD | +13.4% | +58.8% | -45.4% | +12.5% |
| 1Y | +7.1% | +72.0% | -65.0% | +6.0% |
| 3Y | +29.0% | +121.7% | -92.7% | +26.4% |
| 5Y | +28.3% | +350.4% | -322.1% | +23.8% |
| All | +28.3% | +360.6% | -332.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling