+2.7%
SRE vs CLBK
+68.0%
-65.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.8% | -1.5% | +0.6% | -0.8% |
| 30D | -3.0% | -1.0% | -2.0% | -3.0% |
| 3M | -8.3% | +22.9% | -31.2% | -8.9% |
| 6M | -8.9% | +44.2% | -53.1% | -9.9% |
| YTD | -4.3% | +64.0% | -68.2% | -5.3% |
| 1Y | +2.7% | +65.7% | -62.9% | +1.5% |
| All | +2.7% | +68.0% | -65.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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