+142.0%
CNP vs SRE
+127.7%
+14.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | +1.3% | +1.8% | -0.4% | +0.1% |
| 30D | +3.8% | -3.0% | +6.8% | +6.0% |
| 3M | +2.4% | -7.3% | +9.6% | +7.6% |
| 6M | -1.2% | -11.9% | +10.7% | +7.5% |
| YTD | +9.3% | -7.9% | +17.1% | +14.9% |
| 1Y | +6.4% | -11.1% | +17.6% | +14.6% |
| 3Y | +66.4% | +24.8% | +41.5% | +31.4% |
| 5Y | +75.7% | +52.4% | +23.3% | +17.5% |
| All | +142.0% | +127.7% | +14.3% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling