+3,269.5%
CLS vs SUI
-32.0%
+3,301.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +4.6% | -2.8% | +7.4% | +5.0% |
| 30D | -13.9% | -1.2% | -12.7% | -13.8% |
| 3M | -26.6% | -1.7% | -24.8% | -26.7% |
| 6M | +15.4% | -10.5% | +25.9% | +17.4% |
| YTD | +5.7% | -1.8% | +7.5% | +4.9% |
| 1Y | +41.1% | -4.1% | +45.2% | +40.6% |
| 3Y | +1,228.6% | +11.3% | +1,217.3% | +1,101.9% |
| All | +3,269.5% | -32.0% | +3,301.4% | +3,941.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling