+3,231.7%
CLS vs SUI
+1,759.8%
+1,471.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | +4.6% | -2.8% | +7.4% | +5.8% |
| 30D | -13.9% | -1.2% | -12.7% | -13.6% |
| 3M | -26.6% | -1.7% | -24.8% | -26.8% |
| 6M | +15.4% | -10.5% | +25.9% | +19.2% |
| YTD | +5.7% | -1.8% | +7.5% | +4.3% |
| 1Y | +41.1% | -4.1% | +45.2% | +40.0% |
| 3Y | +1,228.6% | +11.3% | +1,217.3% | +1,078.3% |
| 5Y | +3,240.6% | -32.1% | +3,272.7% | +3,563.4% |
| 10Y | +2,760.3% | +110.4% | +2,649.9% | +1,677.2% |
| All | +3,231.7% | +1,759.8% | +1,471.9% | +512.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling