-27.2%
CCL vs SRE
+7.5%
-34.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -4.3% | -0.7% | -3.6% | -4.3% |
| 30D | -19.0% | -1.7% | -17.2% | -18.9% |
| 3M | -13.1% | -7.1% | -6.0% | -12.8% |
| 6M | -13.3% | -8.4% | -4.9% | -13.1% |
| YTD | -25.2% | -3.5% | -21.7% | -25.0% |
| 1Y | -27.2% | +5.4% | -32.6% | -26.9% |
| All | -27.2% | +7.5% | -34.7% | -26.9% |
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 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