+180.6%
CEG vs SRE
+33.0%
+147.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +6.7% | +1.4% | +5.2% | +6.1% |
| 30D | +11.0% | +1.9% | +9.1% | +9.9% |
| 3M | +19.5% | -3.3% | +22.8% | +20.8% |
| 6M | -5.9% | -6.4% | +0.6% | -3.6% |
| YTD | -15.0% | -1.8% | -13.1% | -14.3% |
| 1Y | +0.6% | +10.7% | -10.1% | -2.5% |
| 3Y | +180.6% | +31.8% | +148.8% | +145.4% |
| All | +180.6% | +33.0% | +147.6% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling