+110.5%
CNC vs SRE
-7.5%
+118.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.9% | +15.5% | +12.9% |
| 7D | +13.4% | -2.1% | +15.5% | +13.4% |
| 30D | +18.2% | +6.1% | +12.1% | +16.8% |
| 3M | +18.6% | -3.5% | +22.2% | +18.8% |
| 6M | +41.9% | -10.8% | +52.7% | +45.5% |
| YTD | +84.7% | -4.0% | +88.7% | +81.6% |
| 1Y | +110.5% | -7.7% | +118.2% | +115.9% |
| All | +110.5% | -7.5% | +118.0% | +115.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling