+639.7%
CEG vs SRE
+44.5%
+595.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | +6.7% | +1.4% | +5.2% | +5.9% |
| 30D | +11.0% | +1.9% | +9.1% | +9.6% |
| 3M | +19.5% | -3.3% | +22.8% | +21.1% |
| 6M | -5.9% | -6.4% | +0.6% | -2.9% |
| YTD | -15.0% | -1.8% | -13.1% | -14.4% |
| 1Y | +0.6% | +10.7% | -10.1% | -4.6% |
| 3Y | +180.6% | +31.8% | +148.8% | +124.1% |
| All | +639.7% | +44.5% | +595.2% | +495.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling