+2,277.8%
CLS vs SRE
+1,426.3%
+851.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.1% | +7.5% |
| 7D | -10.6% | -8.4% | -2.2% | -7.0% |
| 30D | -38.4% | -3.2% | -35.3% | -37.5% |
| 3M | -29.9% | -5.3% | -24.6% | -28.3% |
| 6M | -40.6% | -12.6% | -28.0% | -37.5% |
| YTD | -24.6% | -8.8% | -15.8% | -22.2% |
| 1Y | -30.8% | -13.4% | -17.4% | -26.9% |
| 3Y | +811.7% | +24.4% | +787.3% | +703.3% |
| 5Y | +1,838.4% | +47.3% | +1,791.1% | +1,472.3% |
| 10Y | +1,751.5% | +116.7% | +1,634.8% | +1,147.0% |
| All | +2,277.8% | +1,426.3% | +851.6% | +606.9% |
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 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