+20.0%
CCL vs SRE
-12.5%
+32.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.3% | -4.5% |
| 7D | -0.3% | -1.1% | +0.7% | -0.2% |
| 30D | +10.3% | -4.1% | +14.4% | +10.7% |
| 3M | +6.6% | -7.3% | +13.9% | +5.2% |
| 6M | +20.0% | -14.1% | +34.2% | +18.0% |
| All | +20.0% | -12.5% | +32.5% | +18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling