+1,961.9%
SRE vs CRL
+1,657.4%
+304.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -5.6% | +5.0% | -10.7% | -6.5% |
| 30D | -4.5% | +13.5% | -18.0% | -6.8% |
| 3M | -7.7% | +21.5% | -29.2% | -11.3% |
| 6M | -14.4% | +103.4% | -117.8% | -25.4% |
| YTD | -9.4% | +71.8% | -81.2% | -19.4% |
| 1Y | -13.8% | +97.5% | -111.4% | -25.4% |
| 3Y | +22.2% | +99.2% | -77.1% | +1.6% |
| 5Y | +50.5% | -12.1% | +62.6% | +42.7% |
| 10Y | +124.1% | +359.2% | -235.1% | +50.7% |
| All | +1,961.9% | +1,657.4% | +304.6% | +1,007.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling