-31.9%
CEG vs SRE
-7.5%
-24.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -4.8% |
| 7D | -4.8% | -2.1% | -2.7% | -3.3% |
| 30D | -8.2% | +6.1% | -14.2% | -11.4% |
| 3M | -7.9% | -3.5% | -4.4% | -6.5% |
| 6M | -23.2% | -10.8% | -12.4% | -17.7% |
| YTD | -30.1% | -4.0% | -26.2% | -29.0% |
| 1Y | -31.9% | -7.7% | -24.2% | -30.2% |
| All | -31.9% | -7.5% | -24.4% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling