+20.2%
CLF vs SRE
-7.5%
+27.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.9% | -6.3% | -9.0% |
| 7D | -7.9% | -2.1% | -5.8% | -7.7% |
| 30D | +5.2% | +6.1% | -0.8% | +4.8% |
| 3M | +4.3% | -3.5% | +7.8% | +4.6% |
| 6M | +25.3% | -10.8% | +36.1% | +26.9% |
| YTD | -3.3% | -4.0% | +0.7% | -5.6% |
| 1Y | +20.2% | -7.7% | +27.9% | +19.5% |
| All | +20.2% | -7.5% | +27.7% | +19.5% |
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