+216.7%
CTVA vs SRE
+54.3%
+162.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | +11.3% | -3.0% | +14.3% | +12.5% |
| 3M | +12.3% | -8.3% | +20.6% | +16.4% |
| 6M | +7.2% | -8.9% | +16.1% | +11.2% |
| YTD | +26.0% | -4.3% | +30.3% | +27.6% |
| 1Y | +16.0% | +2.7% | +13.3% | +13.6% |
| 3Y | +73.9% | +28.7% | +45.2% | +46.8% |
| 5Y | +103.8% | +47.1% | +56.6% | +57.1% |
| All | +216.7% | +54.3% | +162.4% | +139.4% |
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