+31.8%
SRE vs CFG
+193.0%
-161.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +1.4% | +2.7% | -1.2% | +0.7% |
| 30D | +1.9% | -3.7% | +5.6% | +2.8% |
| 3M | -3.3% | +9.5% | -12.8% | -5.7% |
| 6M | -6.4% | +22.2% | -28.7% | -11.4% |
| YTD | -1.8% | +22.3% | -24.1% | -7.6% |
| 1Y | +10.7% | +39.4% | -28.7% | +0.1% |
| 3Y | +31.8% | +188.5% | -156.7% | -2.6% |
| All | +31.8% | +193.0% | -161.2% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling