+19.5%
SRE vs CART
+112.9%
-93.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -9.2% | +3.0% | -12.1% | -9.2% |
| 30D | -1.9% | +28.6% | -30.5% | -2.7% |
| 3M | -6.5% | +29.1% | -35.6% | -7.3% |
| 6M | -15.2% | +44.7% | -60.0% | -16.3% |
| YTD | -9.5% | +29.2% | -38.7% | -10.2% |
| 1Y | -13.2% | +66.2% | -79.4% | -15.2% |
| 3Y | +19.5% | +112.8% | -93.3% | +13.3% |
| All | +19.5% | +112.9% | -93.4% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling