+2,093.5%
CLS vs SUI
+1,820.1%
+273.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +0.7% | -13.7% | -13.3% |
| 7D | -27.3% | +8.8% | -36.0% | -30.0% |
| 30D | -47.0% | +8.9% | -56.0% | -49.5% |
| 3M | -43.3% | +2.0% | -45.3% | -44.7% |
| 6M | -50.8% | -0.6% | -50.1% | -52.0% |
| YTD | -30.4% | +1.3% | -31.8% | -33.3% |
| 1Y | -41.7% | +1.3% | -42.9% | -44.1% |
| 3Y | +701.4% | +16.3% | +685.1% | +589.7% |
| 5Y | +1,767.8% | -25.1% | +1,792.8% | +1,833.2% |
| 10Y | +1,636.8% | +121.1% | +1,515.8% | +943.3% |
| All | +2,093.5% | +1,820.1% | +273.3% | +292.0% |
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