+105.2%
CTVA vs SRE
+46.9%
+58.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -4.7% | -0.7% | -4.0% | -4.5% |
| 30D | +11.1% | -1.7% | +12.8% | +11.5% |
| 3M | +13.7% | -7.1% | +20.8% | +16.3% |
| 6M | +11.2% | -8.4% | +19.6% | +14.2% |
| YTD | +26.9% | -3.5% | +30.4% | +27.9% |
| 1Y | +18.8% | +5.4% | +13.4% | +16.1% |
| 3Y | +75.9% | +29.5% | +46.4% | +52.1% |
| 5Y | +105.2% | +48.3% | +56.9% | +66.1% |
| All | +105.2% | +46.9% | +58.3% | +66.1% |
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