+19.0%
SRE vs CART
+39.2%
-20.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | -4.1% | +17.8% | -21.9% | -4.6% |
| 3M | -7.3% | +20.7% | -28.0% | -7.9% |
| 6M | -14.1% | +49.7% | -63.8% | -15.4% |
| YTD | -8.5% | +30.0% | -38.5% | -9.4% |
| 1Y | -12.0% | +48.4% | -60.4% | -13.6% |
| 3Y | +23.4% | +132.0% | -108.6% | +16.4% |
| All | +19.0% | +39.2% | -20.2% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling