-13.2%
SRE vs CF
+46.5%
-59.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -9.2% | -3.2% | -6.0% | -9.0% |
| 30D | -1.9% | +4.3% | -6.2% | -2.0% |
| 3M | -6.5% | +2.8% | -9.4% | -6.6% |
| 6M | -15.2% | +0.6% | -15.9% | -15.3% |
| YTD | -9.5% | +56.6% | -66.1% | -11.5% |
| 1Y | -13.2% | +49.6% | -62.8% | -15.6% |
| All | -13.2% | +46.5% | -59.7% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling