+45.6%
SRE vs CF
+120.6%
-75.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -9.2% | -3.2% | -6.0% | -8.9% |
| 30D | -1.9% | +4.3% | -6.2% | -2.3% |
| 3M | -6.5% | +2.8% | -9.4% | -6.9% |
| 6M | -15.2% | +0.6% | -15.9% | -15.5% |
| YTD | -9.5% | +56.6% | -66.1% | -14.0% |
| 1Y | -13.2% | +49.6% | -62.8% | -17.2% |
| 3Y | +19.5% | +61.5% | -42.0% | +11.3% |
| All | +45.6% | +120.6% | -75.0% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling