+2,521.2%
CL vs SUI
+4,171.7%
-1,650.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +5.9% | +8.8% | -2.8% | +3.9% |
| 30D | +13.8% | +8.9% | +4.8% | +11.5% |
| 3M | +6.4% | +2.0% | +4.4% | +5.8% |
| 6M | +15.6% | -0.6% | +16.3% | +15.7% |
| YTD | +27.9% | +1.3% | +26.5% | +27.3% |
| 1Y | +31.4% | +1.3% | +30.1% | +30.9% |
| 3Y | +41.4% | +16.3% | +25.1% | +35.0% |
| 5Y | +42.8% | -25.1% | +67.8% | +48.8% |
| 10Y | +79.7% | +121.1% | -41.4% | +45.4% |
| All | +2,521.2% | +4,171.7% | -1,650.5% | +1,053.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling