+1,209.3%
CAH vs SRE
+1,553.2%
-343.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.3% |
| 7D | +0.5% | +1.4% | -1.0% | 0.0% |
| 30D | +1.7% | +1.9% | -0.2% | +0.9% |
| 3M | +17.9% | -3.3% | +21.1% | +18.9% |
| 6M | +10.9% | -6.4% | +17.4% | +13.0% |
| YTD | +17.9% | -1.8% | +19.7% | +17.9% |
| 1Y | +61.7% | +10.7% | +50.9% | +55.1% |
| 3Y | +183.7% | +31.8% | +151.9% | +149.7% |
| 5Y | +401.3% | +49.2% | +352.1% | +319.1% |
| 10Y | +293.7% | +118.5% | +175.1% | +179.5% |
| All | +1,209.3% | +1,553.2% | -343.9% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling