+80.1%
CLF vs SRE
+110.3%
-30.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.6% |
| 7D | -14.1% | -8.4% | -5.7% | -9.9% |
| 30D | -5.5% | -3.2% | -2.4% | -3.9% |
| 3M | 0.0% | -5.3% | +5.3% | +2.4% |
| 6M | +11.3% | -12.6% | +23.9% | +18.6% |
| YTD | -7.7% | -8.8% | +1.1% | -4.5% |
| 1Y | +17.5% | -13.4% | +31.0% | +25.0% |
| 3Y | -25.4% | +24.4% | -49.8% | -37.0% |
| 5Y | -46.0% | +47.3% | -93.3% | -58.3% |
| 10Y | +80.1% | +116.7% | -36.6% | +56.0% |
| All | +80.1% | +110.3% | -30.2% | +56.0% |
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 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