+69.3%
CCI vs SRE
+127.7%
-58.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | +2.5% | +1.8% | +0.8% | +1.7% |
| 30D | +14.4% | -3.0% | +17.4% | +15.8% |
| 3M | +21.7% | -7.3% | +28.9% | +25.6% |
| 6M | +4.0% | -11.9% | +15.9% | +9.7% |
| YTD | +6.2% | -7.9% | +14.1% | +9.6% |
| 1Y | +5.4% | -11.1% | +16.6% | +10.5% |
| 3Y | +11.7% | +24.8% | -13.1% | -4.2% |
| 5Y | -35.6% | +52.4% | -88.0% | -49.6% |
| All | +69.3% | +127.7% | -58.4% | +6.2% |
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