+73.4%
CL vs SUI
+115.7%
-42.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | +1.3% | +6.2% | -4.9% | -0.6% |
| 30D | +11.4% | +8.6% | +2.8% | +8.5% |
| 3M | +4.4% | +1.0% | +3.4% | +4.0% |
| 6M | +10.8% | -2.6% | +13.4% | +11.5% |
| YTD | +25.1% | -0.1% | +25.3% | +24.9% |
| 1Y | +28.0% | +0.5% | +27.5% | +27.5% |
| 3Y | +37.6% | +15.3% | +22.4% | +29.4% |
| 5Y | +39.7% | -26.1% | +65.8% | +49.8% |
| All | +73.4% | +115.7% | -42.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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