+53.4%
CL vs SRE
+121.7%
-68.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | -5.2% | +1.9% | -7.1% | -5.9% |
| 3M | +3.3% | -3.3% | +6.6% | +4.1% |
| 6M | -4.4% | -6.4% | +2.1% | -2.8% |
| YTD | +13.9% | -1.8% | +15.7% | +14.0% |
| 1Y | +7.6% | +10.7% | -3.1% | +3.7% |
| 3Y | +29.6% | +31.8% | -2.2% | +14.5% |
| 5Y | +28.1% | +49.2% | -21.2% | +7.1% |
| 10Y | +53.4% | +118.5% | -65.2% | +9.3% |
| All | +53.4% | +121.7% | -68.3% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling