+6,706.3%
CME vs SRE
+1,547.2%
+5,159.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.9% |
| 7D | -2.9% | +1.4% | -4.3% | -3.5% |
| 30D | +5.5% | +1.9% | +3.6% | +4.4% |
| 3M | +11.0% | -3.3% | +14.2% | +12.3% |
| 6M | -9.7% | -6.4% | -3.3% | -7.4% |
| YTD | +4.9% | -1.8% | +6.7% | +4.8% |
| 1Y | +10.1% | +10.7% | -0.7% | +3.6% |
| 3Y | +53.5% | +31.8% | +21.7% | +26.1% |
| 5Y | +77.2% | +49.2% | +28.0% | +32.9% |
| 10Y | +282.1% | +118.5% | +163.6% | +117.0% |
| All | +6,706.3% | +1,547.2% | +5,159.1% | +1,307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling