+1,376.9%
CI vs SRE
+1,525.5%
-148.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +4.4% | -0.7% | +5.2% | +4.6% |
| 3M | +0.7% | -6.3% | +7.0% | +3.3% |
| 6M | +0.3% | -10.7% | +11.0% | +4.9% |
| YTD | +3.8% | -3.5% | +7.3% | +4.6% |
| 1Y | -5.5% | +5.3% | -10.8% | -8.5% |
| 3Y | +8.1% | +31.8% | -23.7% | -8.9% |
| 5Y | +42.8% | +47.4% | -4.6% | +13.0% |
| 10Y | +143.9% | +120.6% | +23.3% | +54.1% |
| All | +1,376.9% | +1,525.5% | -148.6% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling