+25.0%
CLS vs SUNB
+1.6%
+23.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.8% | -1.4% |
| 7D | +20.1% | +9.4% | +10.7% | +15.4% |
| 30D | +6.0% | -6.9% | +12.9% | +9.4% |
| 3M | -10.3% | -11.3% | +1.0% | -5.7% |
| 6M | +24.5% | -1.8% | +26.3% | +25.4% |
| All | +25.0% | +1.6% | +23.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 3y: compounded portfolio wealth divided by compounded SUNB 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…
3y analysis · Full analysis span regression · 6 months rolling