+76.3%
CL vs SRE
+110.3%
-34.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | +0.5% | -8.4% | +8.9% | +3.1% |
| 30D | +11.6% | -3.2% | +14.7% | +12.6% |
| 3M | +5.6% | -5.3% | +10.9% | +7.1% |
| 6M | +13.2% | -12.6% | +25.7% | +17.5% |
| YTD | +26.9% | -8.8% | +35.7% | +29.8% |
| 1Y | +27.3% | -13.4% | +40.8% | +32.3% |
| 3Y | +39.7% | +24.4% | +15.3% | +25.5% |
| 5Y | +41.3% | +47.3% | -6.0% | +18.1% |
| 10Y | +76.3% | +116.7% | -40.4% | +22.1% |
| All | +76.3% | +110.3% | -34.0% | +22.1% |
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