+48.6%
SRE vs CRL
-37.6%
+86.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | +1.5% | -4.6% | +6.1% | +1.9% |
| 30D | +0.8% | +0.5% | +0.3% | +0.7% |
| 3M | -5.8% | +46.6% | -52.4% | -9.9% |
| 6M | -7.8% | +57.3% | -65.1% | -12.9% |
| YTD | -2.4% | +39.5% | -41.9% | -6.7% |
| 1Y | +8.9% | +76.9% | -68.0% | +0.5% |
| 3Y | +31.1% | +39.4% | -8.3% | +21.2% |
| 5Y | +48.6% | -37.2% | +85.8% | +43.8% |
| All | +48.6% | -37.6% | +86.2% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling