-50.1%
CCI vs SRE
+46.9%
-97.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.2% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | +0.3% | -1.7% | +2.0% | +0.9% |
| 3M | -20.0% | -7.1% | -12.9% | -17.5% |
| 6M | -14.5% | -8.4% | -6.2% | -11.4% |
| YTD | -14.9% | -3.5% | -11.3% | -13.9% |
| 1Y | -17.7% | +5.4% | -23.1% | -20.3% |
| 3Y | -12.4% | +29.5% | -41.9% | -28.8% |
| 5Y | -50.1% | +48.3% | -98.4% | -61.0% |
| All | -50.1% | +46.9% | -97.0% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling