+7,496.8%
CME vs SRE
+1,423.3%
+6,073.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +1.7% | -8.2% | +9.8% | +5.7% |
| 30D | +10.2% | -3.6% | +13.8% | +11.9% |
| 3M | +17.8% | -6.3% | +24.0% | +20.8% |
| 6M | +11.0% | -13.0% | +24.0% | +17.7% |
| YTD | +17.0% | -9.2% | +26.3% | +21.1% |
| 1Y | +15.8% | -13.1% | +28.9% | +22.2% |
| 3Y | +61.8% | +22.4% | +39.4% | +37.5% |
| 5Y | +72.5% | +47.1% | +25.4% | +29.6% |
| 10Y | +288.0% | +121.0% | +167.0% | +117.9% |
| All | +7,496.8% | +1,423.3% | +6,073.5% | +1,525.7% |
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