-32.1%
CLS vs SUNB
+15.1%
-47.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.8% |
| 7D | +23.5% | +7.1% | +16.4% | +19.1% |
| 30D | -28.9% | +5.4% | -34.4% | -30.1% |
| 3M | -25.2% | +1.7% | -26.9% | -25.0% |
| 6M | -32.1% | +14.1% | -46.2% | -33.9% |
| All | -32.1% | +15.1% | -47.2% | -33.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling