-39.3%
CLS vs SUI
-0.1%
-39.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | -1.3% |
| 7D | -22.2% | +6.2% | -28.4% | -15.3% |
| 30D | -44.4% | +8.6% | -53.0% | -37.5% |
| 3M | -34.3% | +1.0% | -35.3% | -30.4% |
| 6M | -50.1% | -2.6% | -47.5% | -47.4% |
| YTD | -30.1% | -0.1% | -30.0% | -26.0% |
| 1Y | -39.3% | +0.5% | -39.8% | -37.5% |
| All | -39.3% | -0.1% | -39.2% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling