+103.2%
CB vs SRE
+43.0%
+60.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | +0.2% | -9.2% | +9.4% | +2.9% |
| 30D | +9.1% | -1.9% | +11.0% | +9.6% |
| 3M | +3.4% | -6.5% | +10.0% | +5.2% |
| 6M | +14.1% | -15.2% | +29.3% | +19.1% |
| YTD | +18.0% | -9.5% | +27.5% | +20.5% |
| 1Y | +30.1% | -13.2% | +43.3% | +34.5% |
| 3Y | +71.8% | +19.5% | +52.3% | +54.2% |
| All | +103.2% | +43.0% | +60.2% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling