+48.3%
SRE vs CRS
+1,358.7%
-1,310.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -0.7% | -4.1% | +3.4% | -0.2% |
| 30D | -1.7% | -16.6% | +14.8% | +0.3% |
| 3M | -7.1% | -14.3% | +7.2% | -5.7% |
| 6M | -8.4% | +11.6% | -20.0% | -10.5% |
| YTD | -3.5% | +42.6% | -46.1% | -9.0% |
| 1Y | +5.4% | +81.8% | -76.4% | -4.5% |
| 3Y | +29.5% | +632.1% | -602.5% | -6.8% |
| 5Y | +48.3% | +1,401.6% | -1,353.3% | -5.9% |
| All | +48.3% | +1,358.7% | -1,310.4% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling