+1,982.0%
SRE vs CRL
+1,647.7%
+334.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.1% | +8.9% | -9.9% | -2.6% |
| 30D | -4.1% | +14.0% | -18.1% | -6.6% |
| 3M | -7.3% | +19.8% | -27.2% | -10.7% |
| 6M | -14.1% | +102.0% | -116.2% | -25.0% |
| YTD | -8.5% | +70.8% | -79.4% | -18.5% |
| 1Y | -12.0% | +98.7% | -110.7% | -23.9% |
| 3Y | +23.4% | +98.2% | -74.8% | +2.7% |
| 5Y | +51.3% | -11.7% | +63.0% | +43.4% |
| 10Y | +126.3% | +356.7% | -230.4% | +52.3% |
| All | +1,982.0% | +1,647.7% | +334.2% | +1,019.2% |
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