+265.2%
SU vs CRL
+256.1%
+9.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.5% |
| 7D | +2.2% | -3.5% | +5.8% | +2.9% |
| 30D | +8.4% | -2.1% | +10.6% | +8.8% |
| 3M | +12.1% | +48.0% | -35.9% | +2.6% |
| 6M | +19.7% | +64.7% | -45.1% | +5.8% |
| YTD | +58.4% | +39.5% | +18.9% | +44.7% |
| 1Y | +67.2% | +74.2% | -7.0% | +43.7% |
| 3Y | +125.0% | +39.4% | +85.7% | +92.6% |
| 5Y | +355.1% | -36.9% | +392.0% | +394.0% |
| All | +265.2% | +256.1% | +9.1% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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