+1,535.1%
SRE vs CAG
+71.7%
+1,463.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | +1.4% | -5.3% | +6.7% | +2.8% |
| 30D | +1.9% | +1.0% | +0.9% | +1.5% |
| 3M | -3.3% | +17.4% | -20.7% | -7.7% |
| 6M | -6.4% | -16.8% | +10.4% | -2.6% |
| YTD | -1.8% | -6.8% | +5.0% | -1.1% |
| 1Y | +10.7% | -15.4% | +26.1% | +14.2% |
| 3Y | +31.8% | -37.1% | +68.9% | +45.6% |
| 5Y | +49.2% | -41.3% | +90.5% | +66.9% |
| 10Y | +118.5% | -35.5% | +154.0% | +128.1% |
| All | +1,535.1% | +71.7% | +1,463.3% | +1,059.1% |
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