+22.4%
CCI vs SRE
+122.3%
-99.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | -0.3% | -0.8% | +0.6% | +0.1% |
| 30D | +2.2% | -3.0% | +5.2% | +3.5% |
| 3M | -16.9% | -8.3% | -8.6% | -13.7% |
| 6M | -11.5% | -8.9% | -2.6% | -8.1% |
| YTD | -12.8% | -4.3% | -8.6% | -11.5% |
| 1Y | -17.1% | +2.7% | -19.8% | -18.8% |
| 3Y | -9.6% | +28.7% | -38.3% | -23.5% |
| 5Y | -48.9% | +47.1% | -96.1% | -59.4% |
| All | +22.4% | +122.3% | -99.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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