+48.6%
SRE vs CLX
-37.0%
+85.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 3M | -5.8% | -7.9% | +2.2% | -4.8% |
| 6M | -7.8% | -19.0% | +11.2% | -4.7% |
| YTD | -2.4% | -7.9% | +5.6% | -1.7% |
| 1Y | +8.9% | -25.4% | +34.3% | +14.0% |
| 3Y | +31.1% | -35.0% | +66.1% | +39.8% |
| 5Y | +48.6% | -36.8% | +85.4% | +54.4% |
| All | +48.6% | -37.0% | +85.6% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling