+131.8%
SRE vs CFG
+396.4%
-264.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -0.3% | +1.5% | -1.9% | -0.7% |
| 30D | -0.7% | -3.8% | +3.1% | +0.1% |
| 3M | -6.3% | +11.5% | -17.8% | -8.7% |
| 6M | -10.7% | +19.2% | -29.8% | -14.4% |
| YTD | -3.5% | +23.7% | -27.2% | -8.6% |
| 1Y | +5.3% | +38.8% | -33.5% | -3.1% |
| 3Y | +31.8% | +178.9% | -147.1% | +2.0% |
| 5Y | +47.4% | +101.8% | -54.4% | +19.5% |
| 10Y | +120.6% | +317.3% | -196.7% | +42.1% |
| All | +131.8% | +396.4% | -264.6% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling