+31.2%
SRE vs CLX
-35.1%
+66.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.2% |
| 7D | +1.5% | -4.9% | +6.4% | +2.3% |
| 30D | +0.8% | -15.8% | +16.6% | +3.8% |
| 3M | -5.8% | -7.9% | +2.2% | -4.7% |
| 6M | -7.8% | -19.0% | +11.2% | -4.0% |
| YTD | -2.4% | -7.9% | +5.6% | -1.9% |
| 1Y | +8.9% | -25.4% | +34.3% | +15.5% |
| All | +31.2% | -35.1% | +66.4% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling