-23.4%
CEG vs SRE
-13.2%
-10.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | +1.7% | -8.2% | +9.8% | +7.6% |
| 30D | -10.2% | -3.6% | -6.5% | -7.9% |
| 3M | -0.8% | -6.3% | +5.4% | +2.5% |
| 6M | -11.5% | -13.0% | +1.5% | -3.6% |
| YTD | -23.9% | -9.2% | -14.7% | -19.9% |
| All | -23.4% | -13.2% | -10.2% | -18.2% |
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