+5.8%
CNP vs SRE
-12.8%
+18.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | +2.5% | -1.1% | +3.5% | +3.0% |
| 30D | +4.0% | -4.1% | +8.2% | +6.8% |
| 3M | +1.6% | -7.3% | +8.9% | +6.2% |
| 6M | -1.7% | -14.1% | +12.4% | +7.3% |
| YTD | +8.6% | -8.5% | +17.1% | +15.2% |
| 1Y | +5.8% | -12.0% | +17.8% | +13.8% |
| All | +5.8% | -12.8% | +18.6% | +13.8% |
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 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