+49.2%
SRE vs CASY
+274.3%
-225.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.2% |
| 7D | +1.4% | -4.4% | +5.8% | +2.1% |
| 30D | +1.9% | -12.0% | +13.9% | +3.9% |
| 3M | -3.3% | -2.3% | -0.9% | -3.6% |
| 6M | -6.4% | +10.5% | -16.9% | -8.9% |
| YTD | -1.8% | +33.0% | -34.8% | -7.6% |
| 1Y | +10.7% | +41.1% | -30.4% | +2.8% |
| 3Y | +31.8% | +207.5% | -175.7% | +3.3% |
| 5Y | +49.2% | +290.7% | -241.5% | +10.5% |
| All | +49.2% | +274.3% | -225.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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