-9.7%
CRL vs SUI
-26.3%
+16.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.5% | +9.3% | +8.6% |
| 7D | -6.1% | +6.2% | -12.3% | -9.6% |
| 30D | +12.4% | +8.6% | +3.8% | +6.2% |
| 3M | +27.1% | +1.0% | +26.1% | +25.0% |
| 6M | +85.7% | -2.6% | +88.3% | +85.8% |
| YTD | +69.2% | -0.1% | +69.3% | +66.0% |
| 1Y | +97.5% | +0.5% | +97.1% | +93.0% |
| 3Y | +86.1% | +15.3% | +70.8% | +62.7% |
| All | -9.7% | -26.3% | +16.6% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling