+3,682.3%
CLS vs SRE
+48.6%
+3,633.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +20.1% | +1.5% | +18.6% | +19.6% |
| 30D | +6.0% | +0.8% | +5.2% | +5.6% |
| 3M | -10.3% | -5.8% | -4.5% | -8.7% |
| 6M | +24.5% | -7.8% | +32.3% | +27.5% |
| YTD | +12.9% | -2.4% | +15.2% | +13.0% |
| 1Y | +36.7% | +8.9% | +27.8% | +31.2% |
| 3Y | +1,328.1% | +31.1% | +1,297.0% | +1,142.2% |
| 5Y | +3,682.3% | +48.6% | +3,633.7% | +3,033.9% |
| All | +3,682.3% | +48.6% | +3,633.7% | +3,033.9% |
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