+173.8%
CAH vs SRE
+28.3%
+145.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | +0.2% | -3.0% | +3.2% | +0.6% |
| 3M | +6.3% | -8.3% | +14.6% | +7.9% |
| 6M | +9.4% | -8.9% | +18.3% | +11.1% |
| YTD | +15.0% | -4.3% | +19.2% | +15.6% |
| 1Y | +55.4% | +2.7% | +52.7% | +54.4% |
| 3Y | +173.8% | +28.7% | +145.2% | +162.0% |
| All | +173.8% | +28.3% | +145.6% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling