+1,526.3%
SRE vs CRS
+3,168.7%
-1,642.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | +0.8% | -18.1% | +18.9% | +4.1% |
| 3M | -5.8% | -12.4% | +6.7% | -4.2% |
| 6M | -7.8% | +15.9% | -23.7% | -11.1% |
| YTD | -2.4% | +45.8% | -48.2% | -9.8% |
| 1Y | +8.9% | +87.8% | -78.8% | -4.4% |
| 3Y | +31.1% | +648.7% | -617.6% | -12.2% |
| 5Y | +48.6% | +1,416.6% | -1,368.0% | -14.9% |
| 10Y | +126.1% | +1,412.7% | -1,286.5% | +16.3% |
| All | +1,526.3% | +3,168.7% | -1,642.4% | +453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling