+76.1%
CME vs SRE
+48.6%
+27.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | +4.7% | +0.8% | +3.9% | +4.5% |
| 3M | +7.8% | -5.8% | +13.6% | +8.8% |
| 6M | -11.0% | -7.8% | -3.2% | -10.0% |
| YTD | +4.0% | -2.4% | +6.4% | +4.2% |
| 1Y | +9.1% | +8.9% | +0.2% | +7.4% |
| 3Y | +52.3% | +31.1% | +21.2% | +40.6% |
| 5Y | +76.1% | +48.6% | +27.5% | +55.1% |
| All | +76.1% | +48.6% | +27.5% | +55.1% |
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 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