+19.5%
SRE vs CFG
+168.6%
-149.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -9.2% | -0.9% | -8.3% | -9.0% |
| 30D | -1.9% | +1.1% | -3.0% | -2.2% |
| 3M | -6.5% | -12.0% | +5.4% | -3.7% |
| 6M | -15.2% | -2.2% | -13.0% | -15.1% |
| YTD | -9.5% | +11.4% | -20.9% | -12.9% |
| 1Y | -13.2% | +27.8% | -41.1% | -20.0% |
| 3Y | +19.5% | +173.3% | -153.8% | -10.1% |
| All | +19.5% | +168.6% | -149.1% | -10.1% |
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