+4,369.3%
CNC vs SRE
+1,545.9%
+2,823.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.9% | +1.5% | -6.3% | -5.5% |
| 30D | -3.8% | +0.8% | -4.6% | -4.3% |
| 3M | -3.2% | -5.8% | +2.5% | -1.2% |
| 6M | +47.9% | -7.8% | +55.7% | +52.0% |
| YTD | +55.7% | -2.4% | +58.0% | +55.7% |
| 1Y | +106.2% | +8.9% | +97.3% | +96.9% |
| 3Y | -2.1% | +31.1% | -33.1% | -17.1% |
| 5Y | +3.4% | +48.6% | -45.2% | -18.3% |
| 10Y | +91.7% | +126.1% | -34.5% | +20.3% |
| All | +4,369.3% | +1,545.9% | +2,823.4% | +1,041.1% |
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 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