+692.3%
CL vs SRE
+1,424.7%
-732.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | +1.3% | -9.2% | +10.5% | +4.2% |
| 30D | +11.4% | -1.9% | +13.3% | +11.9% |
| 3M | +4.4% | -6.5% | +11.0% | +6.3% |
| 6M | +10.8% | -15.2% | +26.0% | +16.0% |
| YTD | +25.1% | -9.5% | +34.6% | +28.2% |
| 1Y | +28.0% | -13.2% | +41.2% | +32.7% |
| 3Y | +37.6% | +19.5% | +18.1% | +26.8% |
| 5Y | +39.7% | +43.6% | -3.9% | +20.6% |
| 10Y | +75.8% | +109.9% | -34.1% | +31.2% |
| All | +692.3% | +1,424.7% | -732.4% | +264.7% |
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