-26.8%
CLS vs SRE
-13.4%
-13.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.8% | -5.6% | +8.4% | +5.3% |
| 30D | -30.1% | -4.5% | -25.6% | -28.6% |
| 3M | -21.7% | -7.7% | -14.0% | -19.3% |
| 6M | -36.2% | -14.4% | -21.8% | -32.8% |
| YTD | -17.8% | -9.4% | -8.4% | -17.9% |
| 1Y | -26.8% | -13.8% | -13.0% | -21.8% |
| All | -26.8% | -13.4% | -13.4% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling