+130.2%
SRE vs CRL
+350.3%
-220.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -3.0% | +11.9% | -14.9% | -5.2% |
| 3M | -7.3% | +20.2% | -27.4% | -10.7% |
| 6M | -11.9% | +107.5% | -119.4% | -23.9% |
| YTD | -7.9% | +69.4% | -77.3% | -18.1% |
| 1Y | -11.1% | +99.7% | -110.9% | -23.8% |
| 3Y | +24.8% | +98.8% | -74.0% | +2.0% |
| 5Y | +52.4% | -12.4% | +64.8% | +49.6% |
| All | +130.2% | +350.3% | -220.1% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling