+1,968.2%
SU vs CRL
+1,339.8%
+628.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | +13.7% | +5.0% | +8.7% | +12.3% |
| 3M | +8.0% | +50.6% | -42.6% | -2.6% |
| 6M | +21.0% | +60.9% | -39.9% | +6.1% |
| YTD | +56.2% | +40.7% | +15.5% | +40.6% |
| 1Y | +72.2% | +73.3% | -1.1% | +46.0% |
| 3Y | +118.1% | +40.6% | +77.5% | +84.2% |
| 5Y | +350.3% | -37.0% | +387.3% | +356.9% |
| 10Y | +248.5% | +244.3% | +4.2% | +115.0% |
| All | +1,968.2% | +1,339.8% | +628.4% | +860.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling