+118.2%
SRE vs CLX
-3.7%
+121.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.6% |
| 7D | -0.8% | -5.7% | +4.9% | +0.2% |
| 30D | -3.0% | -17.0% | +14.0% | +0.3% |
| 3M | -8.3% | -9.7% | +1.4% | -6.9% |
| 6M | -8.9% | -19.8% | +10.9% | -5.6% |
| YTD | -4.3% | -9.8% | +5.6% | -3.2% |
| 1Y | +2.7% | -26.2% | +28.9% | +8.0% |
| 3Y | +28.7% | -36.2% | +64.9% | +38.3% |
| 5Y | +47.1% | -38.3% | +85.5% | +56.8% |
| All | +118.2% | -3.7% | +121.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling