-24.8%
CCL vs SRE
+4.7%
-29.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.1% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -20.3% | -0.7% | -19.6% | -20.3% |
| 3M | -15.1% | -6.3% | -8.8% | -15.0% |
| 6M | -15.1% | -10.7% | -4.5% | -14.8% |
| YTD | -21.8% | -3.5% | -18.3% | -21.5% |
| 1Y | -24.8% | +5.3% | -30.1% | -24.8% |
| All | -24.8% | +4.7% | -29.5% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling