+118.2%
SRE vs CRS
+1,392.1%
-1,273.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -0.8% | -6.8% | +5.9% | +0.1% |
| 30D | -3.0% | -16.1% | +13.1% | -0.6% |
| 3M | -8.3% | -21.2% | +12.9% | -5.5% |
| 6M | -8.9% | +8.7% | -17.6% | -11.0% |
| YTD | -4.3% | +41.0% | -45.2% | -10.3% |
| 1Y | +2.7% | +82.7% | -79.9% | -8.1% |
| 3Y | +28.7% | +604.8% | -576.1% | -9.7% |
| 5Y | +47.1% | +1,384.7% | -1,337.5% | -11.2% |
| All | +118.2% | +1,392.1% | -1,273.8% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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