-42.6%
CCL vs SRE
+122.3%
-165.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.8% |
| 7D | -3.2% | -0.8% | -2.4% | -2.7% |
| 30D | -17.8% | -3.0% | -14.8% | -16.5% |
| 3M | -18.7% | -8.3% | -10.4% | -14.7% |
| 6M | -11.4% | -8.9% | -2.5% | -7.0% |
| YTD | -24.3% | -4.3% | -20.0% | -23.6% |
| 1Y | -28.8% | +2.7% | -31.5% | -32.1% |
| 3Y | +49.3% | +28.7% | +20.7% | +14.5% |
| 5Y | +1.6% | +47.1% | -45.5% | -31.3% |
| All | -42.6% | +122.3% | -165.0% | -61.2% |
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