+5,401.4%
CL vs SU
+60,633.1%
-55,231.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +2.6% | -10.2% | +12.8% | +2.6% |
| 30D | +11.8% | -6.2% | +18.0% | +11.8% |
| 3M | +5.9% | +8.7% | -2.8% | +5.9% |
| 6M | +13.3% | +7.2% | +6.1% | +13.3% |
| YTD | +27.1% | +55.9% | -28.8% | +27.1% |
| 1Y | +28.0% | +60.4% | -32.4% | +28.0% |
| 3Y | +39.4% | +125.2% | -85.8% | +39.3% |
| 5Y | +40.8% | +216.7% | -176.0% | +40.6% |
| 10Y | +84.9% | +223.9% | -139.0% | +84.7% |
| All | +5,401.4% | +60,633.1% | -55,231.7% | +5,392.5% |
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