+30.8%
CVS vs SRE
+4.6%
+26.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -2.2% | -0.8% | -1.3% | -2.0% |
| 30D | -0.1% | -3.0% | +2.9% | +0.5% |
| 3M | -5.2% | -8.3% | +3.1% | -3.5% |
| 6M | +26.9% | -8.9% | +35.8% | +29.5% |
| YTD | +22.1% | -4.3% | +26.3% | +23.1% |
| 1Y | +30.8% | +2.7% | +28.1% | +28.8% |
| All | +30.8% | +4.6% | +26.2% | +28.8% |
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