-51.4%
CLF vs SUI
-26.3%
-25.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.2% |
| 7D | -19.6% | +6.2% | -25.8% | -21.6% |
| 30D | -5.0% | +8.6% | -13.6% | -8.5% |
| 3M | -6.3% | +1.0% | -7.3% | -7.4% |
| 6M | +2.8% | -2.6% | +5.4% | +2.7% |
| YTD | -13.7% | -0.1% | -13.6% | -14.8% |
| 1Y | +13.6% | +0.5% | +13.1% | +11.8% |
| 3Y | -34.0% | +15.3% | -49.2% | -40.9% |
| All | -51.4% | -26.3% | -25.1% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling