+1,507.7%
SRE vs CASY
+5,946.0%
-4,438.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.7% | -11.3% | +10.6% | +1.5% |
| 3M | -6.3% | -0.6% | -5.7% | -6.9% |
| 6M | -10.7% | +10.7% | -21.4% | -13.2% |
| YTD | -3.5% | +37.1% | -40.6% | -10.2% |
| 1Y | +5.3% | +52.3% | -47.0% | -4.3% |
| 3Y | +31.8% | +215.2% | -183.4% | +2.1% |
| 5Y | +47.4% | +276.5% | -229.1% | +9.2% |
| 10Y | +120.6% | +508.4% | -387.8% | +46.9% |
| All | +1,507.7% | +5,946.0% | -4,438.2% | +595.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling