+562.3%
CEG vs SRE
+33.6%
+528.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +1.7% | -8.2% | +9.8% | +6.2% |
| 30D | -10.2% | -3.6% | -6.5% | -8.4% |
| 3M | -0.8% | -6.3% | +5.4% | +2.3% |
| 6M | -11.5% | -13.0% | +1.5% | -5.2% |
| YTD | -23.9% | -9.2% | -14.7% | -20.2% |
| 1Y | -25.4% | -13.1% | -12.3% | -20.1% |
| 3Y | +124.2% | +22.4% | +101.7% | +85.9% |
| All | +562.3% | +33.6% | +528.6% | +454.8% |
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