+3.9%
CI vs SRE
+33.0%
-29.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | -1.8% | +1.9% | -3.7% | -2.2% |
| 3M | -4.2% | -3.3% | -0.9% | -3.8% |
| 6M | +2.7% | -6.4% | +9.1% | +3.6% |
| YTD | +1.9% | -1.8% | +3.7% | +2.1% |
| 1Y | -6.3% | +10.7% | -17.0% | -7.6% |
| 3Y | +3.9% | +31.8% | -27.9% | -6.5% |
| All | +3.9% | +33.0% | -29.2% | -6.5% |
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 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