+287.5%
CAH vs SRE
+122.3%
+165.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -5.1% | -0.8% | -4.3% | -4.9% |
| 30D | +0.2% | -3.0% | +3.2% | +1.0% |
| 3M | +6.3% | -8.3% | +14.6% | +9.1% |
| 6M | +9.4% | -8.9% | +18.3% | +12.4% |
| YTD | +15.0% | -4.3% | +19.2% | +16.0% |
| 1Y | +55.4% | +2.7% | +52.7% | +52.9% |
| 3Y | +173.8% | +28.7% | +145.2% | +141.2% |
| 5Y | +395.2% | +47.1% | +348.1% | +310.7% |
| All | +287.5% | +122.3% | +165.1% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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