+76.0%
CNP vs SRE
+46.2%
+29.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | -3.0% | -8.2% | +5.1% | +1.6% |
| 30D | +6.8% | -3.6% | +10.5% | +9.1% |
| 3M | +3.6% | -6.3% | +9.9% | +7.2% |
| 6M | 0.0% | -13.0% | +13.0% | +7.7% |
| YTD | +9.4% | -9.2% | +18.6% | +15.0% |
| 1Y | +6.8% | -13.1% | +20.0% | +14.9% |
| 3Y | +64.2% | +22.4% | +41.7% | +33.9% |
| 5Y | +76.0% | +47.1% | +28.9% | +28.5% |
| All | +76.0% | +46.2% | +29.8% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling