+48.3%
SRE vs CLBK
+41.8%
+6.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.7% | -1.4% | +0.7% | -0.5% |
| 30D | -1.7% | +4.5% | -6.3% | -2.4% |
| 3M | -7.1% | +22.8% | -29.9% | -10.1% |
| 6M | -8.4% | +43.4% | -51.8% | -13.6% |
| YTD | -3.5% | +64.1% | -67.6% | -11.2% |
| 1Y | +5.4% | +67.6% | -62.2% | -3.6% |
| 3Y | +29.5% | +53.3% | -23.7% | +18.6% |
| 5Y | +48.3% | +44.8% | +3.5% | +33.0% |
| All | +48.3% | +41.8% | +6.5% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling