-7.7%
SRE vs CRL
+85.3%
-93.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -3.0% |
| 7D | -2.1% | -12.8% | +10.7% | -2.4% |
| 30D | +6.1% | +5.0% | +1.1% | +6.3% |
| 3M | -3.5% | +39.4% | -42.9% | -2.5% |
| 6M | -10.8% | +89.4% | -100.1% | -9.4% |
| YTD | -4.0% | +63.6% | -67.5% | -4.0% |
| 1Y | -7.7% | +83.5% | -91.1% | -8.4% |
| All | -7.7% | +85.3% | -93.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling