+80.4%
CLF vs SRE
+126.1%
-45.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | +16.0% | -1.1% | +17.0% | +16.6% |
| 30D | +1.6% | -4.1% | +5.7% | +3.9% |
| 3M | +6.7% | -7.3% | +14.0% | +10.5% |
| 6M | +21.1% | -14.1% | +35.3% | +30.4% |
| YTD | -1.6% | -8.5% | +6.9% | +1.7% |
| 1Y | +18.5% | -12.0% | +30.5% | +25.0% |
| 3Y | -21.0% | +23.4% | -44.4% | -33.1% |
| 5Y | -41.4% | +51.3% | -92.7% | -55.5% |
| All | +80.4% | +126.1% | -45.7% | +73.0% |
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