+127.6%
CLF vs SRE
+118.9%
+8.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -2.7% | +1.5% | -4.1% | -3.4% |
| 30D | -3.2% | +0.8% | -4.0% | -4.1% |
| 3M | -5.0% | -5.8% | +0.8% | -2.5% |
| 6M | +26.6% | -7.8% | +34.4% | +30.8% |
| YTD | -9.0% | -2.4% | -6.6% | -9.1% |
| 1Y | +11.8% | +8.9% | +2.9% | +5.4% |
| 3Y | -15.1% | +31.1% | -46.2% | -30.1% |
| 5Y | -48.2% | +48.6% | -96.8% | -60.0% |
| 10Y | +127.6% | +126.1% | +1.4% | +66.3% |
| All | +127.6% | +118.9% | +8.7% | +66.3% |
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