-51.4%
CLF vs SRE
+43.0%
-94.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.7% |
| 7D | -19.6% | -9.2% | -10.4% | -15.4% |
| 30D | -5.0% | -1.9% | -3.1% | -4.0% |
| 3M | -6.3% | -6.5% | +0.3% | -3.5% |
| 6M | +2.8% | -15.2% | +18.0% | +11.3% |
| YTD | -13.7% | -9.5% | -4.3% | -10.7% |
| 1Y | +13.6% | -13.2% | +26.8% | +20.4% |
| 3Y | -34.0% | +19.5% | -53.5% | -45.1% |
| All | -51.4% | +43.0% | -94.4% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling