+48.6%
SRE vs CAG
-41.8%
+90.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | +1.5% | -6.6% | +8.1% | +3.1% |
| 30D | +0.8% | +2.3% | -1.5% | +0.1% |
| 3M | -5.8% | +16.3% | -22.1% | -9.9% |
| 6M | -7.8% | -16.0% | +8.2% | -3.8% |
| YTD | -2.4% | -7.7% | +5.3% | -1.2% |
| 1Y | +8.9% | -16.0% | +24.9% | +13.2% |
| 3Y | +31.1% | -37.7% | +68.8% | +47.4% |
| 5Y | +48.6% | -41.2% | +89.8% | +65.5% |
| All | +48.6% | -41.8% | +90.4% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling