+121.0%
SRE vs CFG
+230.2%
-109.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -8.2% | +0.7% | -8.9% | -8.3% |
| 30D | -3.6% | +2.8% | -6.4% | -4.3% |
| 3M | -6.3% | -10.1% | +3.8% | -3.9% |
| 6M | -13.0% | +3.2% | -16.2% | -14.0% |
| YTD | -9.2% | +14.2% | -23.4% | -12.8% |
| 1Y | -13.1% | +27.4% | -40.5% | -18.9% |
| 3Y | +22.4% | +187.6% | -165.2% | -7.8% |
| 5Y | +47.1% | +65.7% | -18.6% | +23.2% |
| 10Y | +121.0% | +219.7% | -98.7% | +55.8% |
| All | +121.0% | +230.2% | -109.2% | +55.8% |
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