+3,231.7%
CLS vs SRE
+1,514.8%
+1,716.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | -13.9% | -0.7% | -13.2% | -13.8% |
| 3M | -26.6% | -6.3% | -20.3% | -25.0% |
| 6M | +15.4% | -10.7% | +26.1% | +20.3% |
| YTD | +5.7% | -3.5% | +9.1% | +6.3% |
| 1Y | +41.1% | +5.3% | +35.8% | +36.5% |
| 3Y | +1,228.6% | +31.8% | +1,196.8% | +1,038.8% |
| 5Y | +3,240.6% | +47.4% | +3,193.3% | +2,604.0% |
| 10Y | +2,760.3% | +120.6% | +2,639.8% | +1,802.5% |
| All | +3,231.7% | +1,514.8% | +1,716.9% | +866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling