+87.5%
CLF vs SUI
+120.9%
-33.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +2.3% | -2.4% | +4.8% | +3.4% |
| 30D | +1.9% | +3.3% | -1.4% | -0.5% |
| 3M | +5.9% | +0.7% | +5.2% | +4.3% |
| 6M | +16.9% | -4.1% | +21.0% | +17.4% |
| YTD | -1.1% | -1.8% | +0.8% | -1.9% |
| 1Y | +28.8% | -4.1% | +32.9% | +29.0% |
| 3Y | -20.6% | +17.4% | -38.0% | -30.2% |
| 5Y | -41.5% | -27.0% | -14.5% | -35.1% |
| 10Y | +87.5% | +121.2% | -33.7% | +101.8% |
| All | +87.5% | +120.9% | -33.4% | +101.8% |
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