+2,953.7%
CLS vs SRE
+124.1%
+2,829.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | +5.0% | -0.7% | +5.6% | +5.3% |
| 30D | +4.8% | -1.7% | +6.5% | +5.4% |
| 3M | -10.4% | -7.1% | -3.3% | -8.0% |
| 6M | +20.8% | -8.4% | +29.2% | +24.6% |
| YTD | +10.0% | -3.5% | +13.5% | +10.7% |
| 1Y | +28.5% | +5.4% | +23.1% | +24.3% |
| 3Y | +1,292.2% | +29.5% | +1,262.7% | +1,092.8% |
| 5Y | +3,616.8% | +48.3% | +3,568.5% | +2,858.9% |
| All | +2,953.7% | +124.1% | +2,829.6% | +2,204.5% |
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 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