+1,423.6%
SRE vs CAG
+65.7%
+1,358.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | -1.1% | -6.2% | +5.1% | +0.5% |
| 30D | -4.1% | +7.4% | -11.6% | -6.1% |
| 3M | -7.3% | -1.6% | -5.7% | -7.4% |
| 6M | -14.1% | +6.3% | -20.5% | -16.3% |
| YTD | -8.5% | -10.1% | +1.6% | -7.3% |
| 1Y | -12.0% | -10.2% | -1.8% | -10.8% |
| 3Y | +23.4% | -37.3% | +60.7% | +35.9% |
| 5Y | +51.3% | -41.6% | +92.9% | +68.8% |
| 10Y | +126.3% | -38.1% | +164.4% | +138.4% |
| All | +1,423.6% | +65.7% | +1,358.0% | +986.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling