+704.1%
CL vs SRE
+1,425.7%
-721.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.8% | -5.6% | +4.9% | +0.9% |
| 30D | +9.5% | -4.5% | +14.0% | +11.0% |
| 3M | +6.8% | -7.7% | +14.5% | +9.1% |
| 6M | +14.3% | -14.4% | +28.7% | +19.3% |
| YTD | +27.0% | -9.4% | +36.4% | +30.1% |
| 1Y | +26.3% | -13.8% | +40.1% | +31.2% |
| 3Y | +39.3% | +22.2% | +17.1% | +27.4% |
| 5Y | +41.5% | +50.5% | -8.9% | +20.5% |
| 10Y | +84.1% | +124.1% | -40.0% | +34.8% |
| All | +704.1% | +1,425.7% | -721.6% | +270.1% |
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 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