+364.0%
CLF vs SUI
+4,037.5%
-3,673.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +7.6% | -2.8% | +10.4% | +9.4% |
| 30D | -1.2% | -1.2% | 0.0% | -0.8% |
| 3M | -13.4% | -1.7% | -11.6% | -13.2% |
| 6M | +15.4% | -10.5% | +25.9% | +22.0% |
| YTD | -5.9% | -1.8% | -4.0% | -5.9% |
| 1Y | +18.8% | -4.1% | +22.9% | +19.7% |
| 3Y | -19.4% | +11.3% | -30.7% | -28.2% |
| 5Y | -47.7% | -32.1% | -15.6% | -38.6% |
| 10Y | +130.4% | +110.4% | +19.9% | +27.6% |
| All | +364.0% | +4,037.5% | -3,673.5% | -41.8% |
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 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