+28.0%
CL vs SRE
-14.1%
+42.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +2.6% | -8.2% | +10.8% | +4.6% |
| 30D | +11.8% | -3.6% | +15.4% | +12.6% |
| 3M | +5.9% | -6.3% | +12.2% | +7.1% |
| 6M | +13.3% | -13.0% | +26.4% | +16.9% |
| YTD | +27.1% | -9.2% | +36.3% | +28.6% |
| 1Y | +28.0% | -13.1% | +41.1% | +32.0% |
| All | +28.0% | -14.1% | +42.1% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling