-29.6%
CLS vs SU
+88.1%
-117.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.5% | -4.5% | -7.8% |
| 7D | -21.1% | -7.1% | -14.1% | -19.5% |
| 30D | -38.2% | +4.8% | -43.0% | -39.1% |
| 3M | -36.3% | +12.5% | -48.8% | -39.0% |
| 6M | -43.8% | +6.5% | -50.3% | -44.9% |
| YTD | -20.0% | +65.8% | -85.8% | -47.7% |
| 1Y | -29.6% | +86.2% | -115.7% | -60.3% |
| All | -29.6% | +88.1% | -117.7% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling