+29.7%
SRE vs CLBK
+52.3%
-22.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | -1.7% | +4.5% | -6.3% | -2.5% |
| 3M | -7.1% | +22.8% | -29.9% | -10.6% |
| 6M | -8.4% | +43.4% | -51.8% | -14.5% |
| YTD | -3.5% | +64.1% | -67.6% | -12.5% |
| 1Y | +5.4% | +67.6% | -62.2% | -5.2% |
| All | +29.7% | +52.3% | -22.7% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling