+75.1%
CTVA vs SRE
+29.3%
+45.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -4.7% | -0.7% | -4.0% | -4.5% |
| 30D | +11.1% | -1.7% | +12.8% | +11.4% |
| 3M | +13.7% | -7.1% | +20.8% | +15.9% |
| 6M | +11.2% | -8.4% | +19.6% | +13.8% |
| YTD | +26.9% | -3.5% | +30.4% | +27.8% |
| 1Y | +18.8% | +5.4% | +13.4% | +16.7% |
| All | +75.1% | +29.3% | +45.8% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling