+54.1%
CCL vs SRE
+33.0%
+21.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.9% |
| 7D | -0.1% | +1.4% | -1.6% | -0.6% |
| 30D | -20.0% | +1.9% | -21.9% | -20.7% |
| 3M | -13.7% | -3.3% | -10.4% | -13.0% |
| 6M | -9.0% | -6.4% | -2.6% | -7.4% |
| YTD | -22.8% | -1.8% | -21.0% | -23.1% |
| 1Y | -25.3% | +10.7% | -36.1% | -29.8% |
| 3Y | +54.1% | +31.8% | +22.3% | +27.3% |
| All | +54.1% | +33.0% | +21.0% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling