+3,154.0%
CLS vs SU
+267.2%
+2,886.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +10.9% | +2.2% | +8.7% | +9.8% |
| 30D | +2.1% | +8.4% | -6.4% | -1.8% |
| 3M | -10.2% | +12.1% | -22.3% | -15.5% |
| 6M | +30.4% | +19.7% | +10.7% | +18.4% |
| YTD | +17.2% | +58.4% | -41.2% | -6.7% |
| 1Y | +41.0% | +67.2% | -26.2% | +9.4% |
| 3Y | +1,338.0% | +125.0% | +1,212.9% | +861.4% |
| 5Y | +3,860.6% | +355.1% | +3,505.5% | +1,707.8% |
| All | +3,154.0% | +267.2% | +2,886.8% | +1,283.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling