+1,507.7%
SRE vs CLX
+325.5%
+1,182.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -0.3% | -9.2% | +8.9% | +1.8% |
| 30D | -0.7% | -11.0% | +10.3% | +1.8% |
| 3M | -6.3% | +5.0% | -11.3% | -7.8% |
| 6M | -10.7% | -18.8% | +8.2% | -7.1% |
| YTD | -3.5% | -4.4% | +0.9% | -3.5% |
| 1Y | +5.3% | -21.9% | +27.2% | +10.2% |
| 3Y | +31.8% | -32.8% | +64.5% | +41.6% |
| 5Y | +47.4% | -34.6% | +81.9% | +56.6% |
| 10Y | +120.6% | -4.7% | +125.3% | +106.7% |
| All | +1,507.7% | +325.5% | +1,182.2% | +968.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling