+265.2%
SU vs CLX
-3.7%
+268.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.3% |
| 7D | +2.2% | -5.7% | +7.9% | +1.7% |
| 30D | +8.4% | -17.0% | +25.5% | +6.6% |
| 3M | +12.1% | -9.7% | +21.8% | +11.3% |
| 6M | +19.7% | -19.8% | +39.5% | +18.2% |
| YTD | +58.4% | -9.8% | +68.3% | +57.9% |
| 1Y | +67.2% | -26.2% | +93.4% | +64.3% |
| 3Y | +125.0% | -36.2% | +161.2% | +119.5% |
| 5Y | +355.1% | -38.3% | +393.4% | +342.7% |
| All | +265.2% | -3.7% | +268.8% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling