+61.8%
CME vs SRE
+23.3%
+38.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +1.7% | -8.2% | +9.8% | +2.3% |
| 30D | +10.2% | -3.6% | +13.8% | +10.5% |
| 3M | +17.8% | -6.3% | +24.0% | +18.3% |
| 6M | +11.0% | -13.0% | +24.0% | +12.1% |
| YTD | +17.0% | -9.2% | +26.3% | +17.9% |
| 1Y | +15.8% | -13.1% | +28.9% | +16.9% |
| 3Y | +61.8% | +22.4% | +39.4% | +61.1% |
| All | +61.8% | +23.3% | +38.5% | +61.1% |
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