+117.4%
SRE vs CFG
+347.0%
-229.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 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% | -3.9% |
| 6M | -15.2% | -2.2% | -13.0% | -15.1% |
| YTD | -9.5% | +11.4% | -20.9% | -12.3% |
| 1Y | -13.2% | +27.8% | -41.1% | -18.6% |
| 3Y | +19.5% | +173.3% | -153.8% | -6.9% |
| 5Y | +43.6% | +62.4% | -18.9% | +22.4% |
| 10Y | +109.9% | +249.6% | -139.7% | +39.3% |
| All | +117.4% | +347.0% | -229.6% | +39.1% |
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 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