+224.3%
CTVA vs SRE
+58.2%
+166.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.0% |
| 7D | -2.1% | +1.4% | -3.5% | -2.7% |
| 30D | +12.0% | +1.9% | +10.1% | +10.8% |
| 3M | +13.5% | -3.3% | +16.8% | +14.8% |
| 6M | +12.1% | -6.4% | +18.5% | +14.9% |
| YTD | +29.0% | -1.8% | +30.8% | +29.2% |
| 1Y | +18.9% | +10.7% | +8.1% | +12.5% |
| 3Y | +78.9% | +31.8% | +47.1% | +49.4% |
| 5Y | +105.2% | +49.2% | +56.0% | +57.5% |
| All | +224.3% | +58.2% | +166.0% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling