+2,244.3%
CL vs SUI
+4,037.5%
-1,793.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -2.2% | -2.8% | +0.6% | -1.5% |
| 30D | -4.8% | -1.2% | -3.7% | -4.6% |
| 3M | +4.9% | -1.7% | +6.7% | +5.3% |
| 6M | -5.7% | -10.5% | +4.8% | -3.3% |
| YTD | +14.4% | -1.8% | +16.2% | +14.8% |
| 1Y | +8.7% | -4.1% | +12.8% | +9.7% |
| 3Y | +30.0% | +11.3% | +18.7% | +25.2% |
| 5Y | +28.4% | -32.1% | +60.5% | +36.9% |
| 10Y | +50.1% | +110.4% | -60.4% | +22.8% |
| All | +2,244.3% | +4,037.5% | -1,793.2% | +939.6% |
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 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