-0.9%
CCL vs SRE
+48.6%
-49.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -4.4% | +1.5% | -5.8% | -5.0% |
| 30D | -18.2% | +0.8% | -19.0% | -18.8% |
| 3M | -17.7% | -5.8% | -11.9% | -15.9% |
| 6M | -13.0% | -7.8% | -5.2% | -10.4% |
| YTD | -24.5% | -2.4% | -22.1% | -24.6% |
| 1Y | -26.9% | +8.9% | -35.8% | -31.5% |
| 3Y | +50.8% | +31.1% | +19.7% | +20.9% |
| 5Y | -0.9% | +48.6% | -49.5% | -27.5% |
| All | -0.9% | +48.6% | -49.5% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling