+55.8%
CRL vs SUNB
+1.6%
+54.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -1.5% |
| 7D | -4.6% | +9.4% | -14.0% | -5.6% |
| 30D | +0.5% | -6.9% | +7.4% | +1.4% |
| 3M | +46.6% | -11.3% | +57.9% | +47.9% |
| 6M | +57.3% | -1.8% | +59.0% | +56.8% |
| All | +55.8% | +1.6% | +54.2% | +54.4% |
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