+139.9%
CNP vs SRE
+118.9%
+21.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.5% |
| 7D | +0.7% | +1.5% | -0.8% | -0.3% |
| 30D | -0.1% | +0.8% | -0.9% | -0.9% |
| 3M | -5.6% | -5.8% | +0.2% | -1.9% |
| 6M | -7.5% | -7.8% | +0.3% | -2.5% |
| YTD | +5.5% | -2.4% | +7.9% | +6.6% |
| 1Y | +8.3% | +8.9% | -0.6% | +1.1% |
| 3Y | +51.8% | +31.1% | +20.7% | +16.2% |
| 5Y | +69.9% | +48.6% | +21.3% | +16.5% |
| 10Y | +139.9% | +126.1% | +13.8% | +26.2% |
| All | +139.9% | +118.9% | +21.0% | +26.2% |
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