+4,850.5%
CL vs SU
+60,256.6%
-55,406.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.2% | +3.6% | -5.7% | -2.2% |
| 30D | -4.8% | +7.9% | -12.7% | -4.8% |
| 3M | +4.9% | +3.5% | +1.4% | +4.9% |
| 6M | -5.7% | +19.0% | -24.7% | -5.7% |
| YTD | +14.4% | +55.0% | -40.6% | +14.3% |
| 1Y | +8.7% | +71.2% | -62.5% | +8.7% |
| 3Y | +30.0% | +117.4% | -87.4% | +29.9% |
| 5Y | +28.4% | +335.2% | -306.8% | +28.2% |
| 10Y | +50.1% | +248.7% | -198.7% | +49.9% |
| All | +4,850.5% | +60,256.6% | -55,406.1% | +4,842.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling