-47.0%
CLF vs SRE
+51.2%
-98.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.5% |
| 7D | +6.5% | +1.4% | +5.1% | +5.7% |
| 30D | +0.2% | +1.9% | -1.7% | -1.2% |
| 3M | -3.1% | -3.3% | +0.2% | -2.0% |
| 6M | +25.0% | -6.4% | +31.4% | +28.2% |
| YTD | -7.5% | -1.8% | -5.6% | -8.0% |
| 1Y | +11.5% | +10.7% | +0.8% | +3.7% |
| 3Y | -13.7% | +31.8% | -45.5% | -31.6% |
| 5Y | -47.0% | +49.2% | -96.2% | -60.0% |
| All | -47.0% | +51.2% | -98.2% | -60.0% |
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 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