+89.6%
CL vs SUI
+123.0%
-33.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.5% |
| 7D | +3.2% | -1.5% | +4.7% | +3.7% |
| 30D | +8.0% | +3.7% | +4.3% | +6.8% |
| 3M | +7.9% | -0.4% | +8.3% | +7.9% |
| 6M | +14.7% | -2.8% | +17.5% | +15.6% |
| YTD | +29.2% | -1.6% | +30.8% | +29.6% |
| 1Y | +29.5% | -2.1% | +31.6% | +30.1% |
| 3Y | +40.7% | +18.5% | +22.2% | +31.2% |
| 5Y | +43.9% | -26.5% | +70.4% | +54.3% |
| All | +89.6% | +123.0% | -33.4% | +36.4% |
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