+7,654.3%
CME vs SRE
+1,434.9%
+6,219.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +2.7% | -1.1% | +3.8% | +3.2% |
| 30D | +13.5% | -4.1% | +17.6% | +15.5% |
| 3M | +20.9% | -7.3% | +28.2% | +24.7% |
| 6M | +11.5% | -14.1% | +25.6% | +18.9% |
| YTD | +19.5% | -8.5% | +28.0% | +23.1% |
| 1Y | +17.2% | -12.0% | +29.2% | +22.9% |
| 3Y | +65.1% | +23.4% | +41.8% | +39.9% |
| 5Y | +73.1% | +51.3% | +21.8% | +28.3% |
| 10Y | +305.3% | +126.3% | +179.0% | +124.7% |
| All | +7,654.3% | +1,434.9% | +6,219.4% | +1,553.5% |
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 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