-34.0%
CCL vs SRE
+127.7%
-161.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.9% |
| 7D | -1.2% | +1.8% | -2.9% | -2.4% |
| 30D | +13.1% | -3.0% | +16.1% | +15.2% |
| 3M | +3.4% | -7.3% | +10.6% | +8.1% |
| 6M | +18.7% | -11.9% | +30.6% | +27.8% |
| YTD | -2.3% | -7.9% | +5.6% | +1.2% |
| 1Y | +14.2% | -11.1% | +25.3% | +20.9% |
| 3Y | +133.6% | +24.8% | +108.8% | +82.2% |
| 5Y | +33.5% | +52.4% | -18.9% | -13.4% |
| All | -34.0% | +127.7% | -161.7% | -53.9% |
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