+1,312.5%
CLS vs SRE
+33.0%
+1,279.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +5.2% |
| 7D | +12.8% | +1.4% | +11.3% | +12.4% |
| 30D | +3.8% | +1.9% | +1.9% | +3.2% |
| 3M | -14.6% | -3.3% | -11.3% | -14.2% |
| 6M | +32.2% | -6.4% | +38.7% | +34.2% |
| YTD | +11.6% | -1.8% | +13.4% | +11.6% |
| 1Y | +35.1% | +10.7% | +24.3% | +30.3% |
| 3Y | +1,312.5% | +31.8% | +1,280.8% | +1,272.0% |
| All | +1,312.5% | +33.0% | +1,279.5% | +1,272.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling