-49.6%
CLF vs SUI
-25.7%
-23.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.7% | -12.9% | -12.5% |
| 7D | -21.0% | +8.8% | -29.7% | -23.5% |
| 30D | -8.0% | +8.9% | -16.9% | -11.5% |
| 3M | -10.9% | +2.0% | -12.9% | -12.3% |
| 6M | +5.8% | -0.6% | +6.5% | +5.0% |
| YTD | -15.1% | +1.3% | -16.5% | -16.6% |
| 1Y | +7.2% | +1.3% | +6.0% | +5.4% |
| 3Y | -34.2% | +16.3% | -50.5% | -41.1% |
| 5Y | -49.6% | -25.1% | -24.5% | -42.8% |
| All | -49.6% | -25.7% | -23.9% | -42.8% |
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 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