+3,419.7%
CLS vs SU
+2,858.6%
+561.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.3% |
| 7D | +12.8% | -1.0% | +13.7% | +13.2% |
| 30D | +3.8% | +13.7% | -9.9% | -1.2% |
| 3M | -14.6% | +8.0% | -22.7% | -17.6% |
| 6M | +32.2% | +21.0% | +11.2% | +21.9% |
| YTD | +11.6% | +56.2% | -44.6% | -6.5% |
| 1Y | +35.1% | +72.2% | -37.2% | +9.2% |
| 3Y | +1,312.5% | +118.1% | +1,194.5% | +937.7% |
| 5Y | +3,542.1% | +350.3% | +3,191.7% | +1,886.8% |
| 10Y | +2,944.0% | +248.5% | +2,695.5% | +1,602.5% |
| All | +3,419.7% | +2,858.6% | +561.1% | +1,140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling