+1,408.0%
SRE vs CASY
+5,403.9%
-3,995.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -9.2% | +1.1% | -10.3% | -9.4% |
| 30D | -1.9% | +8.7% | -10.6% | -3.5% |
| 3M | -6.5% | -17.3% | +10.8% | -3.5% |
| 6M | -15.2% | -19.7% | +4.5% | -12.5% |
| YTD | -9.5% | +24.8% | -34.3% | -14.5% |
| 1Y | -13.2% | +31.9% | -45.1% | -19.1% |
| 3Y | +19.5% | +155.4% | -135.9% | -3.7% |
| 5Y | +43.6% | +250.6% | -207.0% | +7.5% |
| 10Y | +109.9% | +556.8% | -446.9% | +37.9% |
| All | +1,408.0% | +5,403.9% | -3,995.9% | +562.0% |
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