+5.6%
CVS vs SRE
-7.5%
+13.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.9% | -9.6% | -11.6% |
| 7D | -11.1% | -2.1% | -9.0% | -10.4% |
| 30D | -7.4% | +6.1% | -13.5% | -8.5% |
| 3M | -22.9% | -3.5% | -19.4% | -22.0% |
| 6M | -1.2% | -10.8% | +9.6% | +1.5% |
| YTD | +3.9% | -4.0% | +7.8% | +4.9% |
| 1Y | +5.6% | -7.7% | +13.2% | +8.9% |
| All | +5.6% | -7.5% | +13.0% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling