+1,493.4%
CI vs SRE
+1,428.8%
+64.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +2.6% | -8.2% | +10.8% | +6.4% |
| 30D | +7.3% | -3.6% | +11.0% | +9.0% |
| 3M | +9.5% | -6.3% | +15.7% | +12.2% |
| 6M | +6.4% | -13.0% | +19.5% | +12.6% |
| YTD | +12.0% | -9.2% | +21.2% | +15.7% |
| 1Y | +20.1% | -13.1% | +33.2% | +26.4% |
| 3Y | +9.6% | +22.4% | -12.9% | -4.6% |
| 5Y | +52.7% | +47.1% | +5.6% | +20.6% |
| 10Y | +150.3% | +121.0% | +29.3% | +58.2% |
| All | +1,493.4% | +1,428.8% | +64.7% | +367.4% |
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