+128.5%
SRE vs CFG
+214.3%
-85.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -1.1% | +1.6% | -2.7% | -1.5% |
| 30D | -4.1% | +3.3% | -7.4% | -4.9% |
| 3M | -7.3% | -11.5% | +4.2% | -4.6% |
| 6M | -14.1% | +6.2% | -20.3% | -15.6% |
| YTD | -8.5% | +14.3% | -22.8% | -12.2% |
| 1Y | -12.0% | +26.7% | -38.8% | -17.8% |
| 3Y | +23.4% | +187.8% | -164.4% | -7.1% |
| 5Y | +51.3% | +61.3% | -10.0% | +27.5% |
| All | +128.5% | +214.3% | -85.7% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling