+140.6%
CNP vs SRE
+126.1%
+14.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.8% |
| 7D | +2.5% | -1.1% | +3.5% | +3.2% |
| 30D | +4.0% | -4.1% | +8.2% | +7.1% |
| 3M | +1.6% | -7.3% | +8.9% | +6.8% |
| 6M | -1.7% | -14.1% | +12.4% | +8.9% |
| YTD | +8.6% | -8.5% | +17.1% | +14.8% |
| 1Y | +5.8% | -12.0% | +17.8% | +14.7% |
| 3Y | +63.0% | +23.4% | +39.6% | +29.9% |
| 5Y | +74.7% | +51.3% | +23.4% | +17.3% |
| All | +140.6% | +126.1% | +14.5% | +30.8% |
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