+166.9%
CLF vs SRE
+1,525.5%
-1,358.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.2% |
| 7D | +7.6% | -0.3% | +7.9% | +7.6% |
| 30D | -1.2% | -0.7% | -0.5% | -1.3% |
| 3M | -13.4% | -6.3% | -7.1% | -10.3% |
| 6M | +15.4% | -10.7% | +26.1% | +22.9% |
| YTD | -5.9% | -3.5% | -2.4% | -5.4% |
| 1Y | +18.8% | +5.3% | +13.5% | +12.6% |
| 3Y | -19.4% | +31.8% | -51.2% | -37.1% |
| 5Y | -47.7% | +47.4% | -95.1% | -62.5% |
| 10Y | +130.4% | +120.6% | +9.8% | +15.2% |
| All | +166.9% | +1,525.5% | -1,358.6% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling