+355.7%
SU vs CRL
-38.6%
+394.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +1.7% | -6.9% | +8.6% | +2.3% |
| 30D | +9.6% | -3.2% | +12.8% | +9.9% |
| 3M | +11.7% | +46.5% | -34.8% | +7.2% |
| 6M | +21.9% | +63.1% | -41.2% | +15.0% |
| YTD | +58.6% | +36.9% | +21.8% | +52.5% |
| 1Y | +66.5% | +78.1% | -11.6% | +53.7% |
| 3Y | +121.4% | +36.7% | +84.7% | +104.4% |
| 5Y | +355.7% | -38.1% | +393.8% | +373.1% |
| All | +355.7% | -38.6% | +394.3% | +373.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling