+42.5%
CI vs SRE
+47.8%
-5.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +4.4% | -0.7% | +5.2% | +4.5% |
| 3M | +0.7% | -6.3% | +7.0% | +2.3% |
| 6M | +0.3% | -10.7% | +11.0% | +3.2% |
| YTD | +3.8% | -3.5% | +7.3% | +4.4% |
| 1Y | -5.5% | +5.3% | -10.8% | -7.3% |
| 3Y | +8.1% | +31.8% | -23.7% | -6.5% |
| All | +42.5% | +47.8% | -5.3% | +15.2% |
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