+134.7%
CEG vs SRE
+24.6%
+110.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +12.1% | +1.8% | +10.3% | +11.4% |
| 30D | +0.2% | -3.0% | +3.2% | +1.5% |
| 3M | +0.7% | -7.3% | +8.0% | +3.4% |
| 6M | +2.2% | -11.9% | +14.1% | +6.9% |
| YTD | -20.3% | -7.9% | -12.5% | -17.7% |
| 1Y | -16.1% | -11.1% | -4.9% | -12.4% |
| 3Y | +134.7% | +24.8% | +109.9% | +116.5% |
| All | +134.7% | +24.6% | +110.1% | +116.5% |
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