+18.1%
SRE vs CART
+39.2%
-21.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.2% | +0.3% | -8.5% | -8.2% |
| 30D | -3.6% | +22.4% | -26.1% | -4.3% |
| 3M | -6.3% | +15.6% | -21.9% | -6.8% |
| 6M | -13.0% | +44.9% | -57.9% | -14.2% |
| YTD | -9.2% | +30.0% | -39.2% | -10.1% |
| 1Y | -13.1% | +56.6% | -69.8% | -14.9% |
| 3Y | +22.4% | +131.9% | -109.5% | +15.5% |
| All | +18.1% | +39.2% | -21.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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