+130.2%
SRE vs CAG
-37.3%
+167.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +1.8% | -3.3% | +5.1% | +2.5% |
| 30D | -3.0% | +7.7% | -10.7% | -4.8% |
| 3M | -7.3% | -3.2% | -4.1% | -7.0% |
| 6M | -11.9% | +7.0% | -18.8% | -13.9% |
| YTD | -7.9% | -9.0% | +1.1% | -7.0% |
| 1Y | -11.1% | -9.6% | -1.5% | -10.2% |
| 3Y | +24.8% | -36.0% | +60.8% | +35.6% |
| 5Y | +52.4% | -40.9% | +93.2% | +68.2% |
| All | +130.2% | -37.3% | +167.4% | +141.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling