+22.7%
SRE vs CF
+66.4%
-43.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -5.6% | +10.4% | -16.0% | -6.0% |
| 30D | -4.5% | +7.6% | -12.0% | -4.7% |
| 3M | -7.7% | +5.2% | -12.9% | -8.0% |
| 6M | -14.4% | -0.1% | -14.3% | -14.5% |
| YTD | -9.4% | +61.7% | -71.1% | -12.1% |
| 1Y | -13.8% | +50.3% | -64.2% | -16.1% |
| All | +22.7% | +66.4% | -43.7% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling