+2,463.6%
CLS vs SRE
+1,441.2%
+1,022.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.7% |
| 7D | +16.3% | +1.8% | +14.5% | +15.5% |
| 30D | -25.7% | -3.0% | -22.7% | -24.6% |
| 3M | -30.9% | -7.3% | -23.6% | -28.7% |
| 6M | -35.5% | -11.9% | -23.6% | -32.3% |
| YTD | -18.7% | -7.9% | -10.8% | -16.5% |
| 1Y | -17.9% | -11.1% | -6.8% | -14.3% |
| 3Y | +838.1% | +24.8% | +813.3% | +725.2% |
| 5Y | +1,971.9% | +52.4% | +1,919.5% | +1,557.0% |
| 10Y | +1,907.9% | +127.9% | +1,780.0% | +1,224.3% |
| All | +2,463.6% | +1,441.2% | +1,022.5% | +659.0% |
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 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