+118.2%
SRE vs CAG
-36.2%
+154.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.8% | -5.7% | +4.9% | +0.4% |
| 30D | -3.0% | -2.4% | -0.6% | -2.6% |
| 3M | -8.3% | +9.8% | -18.1% | -10.6% |
| 6M | -8.9% | -10.8% | +1.9% | -7.1% |
| YTD | -4.3% | -10.8% | +6.5% | -2.6% |
| 1Y | +2.7% | -19.0% | +21.7% | +6.7% |
| 3Y | +28.7% | -39.7% | +68.3% | +41.9% |
| 5Y | +47.1% | -43.0% | +90.1% | +64.0% |
| All | +118.2% | -36.2% | +154.4% | +142.3% |
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