+256.3%
CRL vs SUI
+110.1%
+146.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.5% |
| 7D | -1.0% | -2.8% | +1.8% | +0.5% |
| 30D | +10.7% | -1.2% | +11.8% | +11.2% |
| 3M | +55.3% | -1.7% | +57.0% | +56.0% |
| 6M | +60.7% | -10.5% | +71.1% | +69.8% |
| YTD | +44.6% | -1.8% | +46.5% | +44.8% |
| 1Y | +77.7% | -4.1% | +81.8% | +80.1% |
| 3Y | +37.6% | +11.3% | +26.4% | +25.9% |
| 5Y | -35.8% | -32.1% | -3.7% | -23.4% |
| All | +256.3% | +110.1% | +146.2% | +185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling