-7.7%
SRE vs CAG
-6.8%
-0.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.0% | -8.8% | -3.4% |
| 7D | -2.1% | +9.7% | -11.8% | -3.0% |
| 30D | +6.1% | +15.8% | -9.7% | +4.6% |
| 3M | -3.5% | +1.8% | -5.3% | -4.0% |
| 6M | -10.8% | +11.5% | -22.3% | -12.4% |
| YTD | -4.0% | -6.7% | +2.7% | -4.0% |
| 1Y | -7.7% | -5.6% | -2.0% | -8.1% |
| All | -7.7% | -6.8% | -0.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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