+62,786.0%
SU vs CLX
+2,294.7%
+60,491.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +2.2% |
| 7D | +1.6% | -4.9% | +6.5% | +2.9% |
| 30D | +10.7% | -15.8% | +26.5% | +15.8% |
| 3M | +13.5% | -7.9% | +21.4% | +15.3% |
| 6M | +21.8% | -19.0% | +40.9% | +27.0% |
| YTD | +58.8% | -7.9% | +66.8% | +59.4% |
| 1Y | +72.0% | -25.4% | +97.4% | +82.9% |
| 3Y | +121.7% | -35.0% | +156.7% | +140.8% |
| 5Y | +350.4% | -36.8% | +387.2% | +378.3% |
| 10Y | +264.7% | -1.4% | +266.1% | +196.9% |
| All | +62,786.0% | +2,294.7% | +60,491.4% | +1,624.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling