+47.6%
CVS vs SRE
+24.6%
+23.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +6.6% | +1.8% | +4.8% | +6.2% |
| 30D | -0.4% | -3.0% | +2.5% | +0.3% |
| 3M | -5.3% | -7.3% | +2.0% | -3.7% |
| 6M | -7.7% | -11.9% | +4.2% | -5.3% |
| YTD | +16.0% | -7.9% | +23.9% | +17.9% |
| 1Y | +16.2% | -11.1% | +27.4% | +18.9% |
| 3Y | +47.6% | +24.8% | +22.8% | +37.2% |
| All | +47.6% | +24.6% | +23.0% | +37.2% |
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