+70.1%
SU vs CLX
-20.9%
+91.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.6% |
| 7D | +2.9% | -9.2% | +12.1% | +1.1% |
| 30D | +7.2% | -11.0% | +18.2% | +4.9% |
| 3M | +2.8% | +5.0% | -2.2% | +4.0% |
| 6M | +18.2% | -18.8% | +37.0% | +20.0% |
| YTD | +54.0% | -4.4% | +58.4% | +55.4% |
| 1Y | +70.1% | -21.9% | +92.0% | +70.6% |
| All | +70.1% | -20.9% | +91.0% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling