+72.6%
CRL vs SUI
+16.8%
+55.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -16.8% | +8.8% | -25.5% | -19.9% |
| 30D | +2.6% | +8.9% | -6.3% | -1.8% |
| 3M | +20.1% | +2.0% | +18.0% | +18.4% |
| 6M | +68.8% | -0.6% | +69.5% | +68.2% |
| YTD | +56.9% | +1.3% | +55.6% | +54.1% |
| 1Y | +86.7% | +1.3% | +85.4% | +83.3% |
| All | +72.6% | +16.8% | +55.7% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling