-1.7%
CNP vs SRE
-12.5%
+10.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | +2.5% | -1.1% | +3.5% | +3.1% |
| 30D | +4.0% | -4.1% | +8.2% | +7.1% |
| 3M | +1.6% | -7.3% | +8.9% | +6.7% |
| 6M | -1.7% | -14.1% | +12.4% | +9.2% |
| All | -1.7% | -12.5% | +10.8% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling