+1,876.2%
CLS vs SRE
+47.0%
+1,829.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.1% | +7.6% |
| 7D | -10.6% | -8.4% | -2.2% | -7.5% |
| 30D | -38.4% | -3.2% | -35.3% | -37.6% |
| 3M | -29.9% | -5.3% | -24.6% | -28.5% |
| 6M | -40.6% | -12.6% | -28.0% | -38.0% |
| YTD | -24.6% | -8.8% | -15.8% | -22.6% |
| 1Y | -30.8% | -13.4% | -17.4% | -27.5% |
| 3Y | +811.7% | +24.4% | +787.3% | +707.3% |
| All | +1,876.2% | +47.0% | +1,829.3% | +1,491.7% |
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