+1.4%
CRM vs SRE
+4.6%
-3.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.5% |
| 7D | -4.4% | -0.8% | -3.6% | -4.8% |
| 30D | +28.1% | -3.0% | +31.1% | +26.3% |
| 3M | +48.8% | -8.3% | +57.1% | +42.9% |
| 6M | +28.3% | -8.9% | +37.2% | +23.7% |
| YTD | -6.0% | -4.3% | -1.7% | -7.6% |
| 1Y | +1.4% | +2.7% | -1.3% | +0.8% |
| All | +1.4% | +4.6% | -3.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling