+45.6%
SRE vs CASY
+250.1%
-204.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -9.2% | +1.1% | -10.3% | -9.3% |
| 30D | -1.9% | +8.7% | -10.6% | -3.2% |
| 3M | -6.5% | -17.3% | +10.8% | -4.1% |
| 6M | -15.2% | -19.7% | +4.5% | -12.9% |
| YTD | -9.5% | +24.8% | -34.3% | -14.2% |
| 1Y | -13.2% | +31.9% | -45.1% | -18.7% |
| 3Y | +19.5% | +155.4% | -135.9% | -2.8% |
| All | +45.6% | +250.1% | -204.5% | +11.2% |
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