+2,029.3%
CLS vs SUI
+120.9%
+1,908.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.7% |
| 7D | +23.5% | -3.8% | +27.4% | +24.6% |
| 30D | -28.9% | +3.9% | -32.9% | -30.2% |
| 3M | -25.2% | +0.2% | -25.4% | -25.9% |
| 6M | -32.1% | -4.2% | -27.9% | -32.5% |
| YTD | -14.1% | -2.5% | -11.5% | -15.5% |
| 1Y | -24.1% | -4.0% | -20.0% | -24.9% |
| 3Y | +897.0% | +16.5% | +880.4% | +776.0% |
| 5Y | +2,089.9% | -27.2% | +2,117.1% | +2,210.1% |
| All | +2,029.3% | +120.9% | +1,908.4% | +1,850.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling