-7.7%
SRE vs CG
-14.1%
+6.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.5% | -7.4% | -3.0% |
| 7D | -2.1% | +9.4% | -11.5% | -2.4% |
| 30D | +6.1% | +8.7% | -2.7% | +5.7% |
| 3M | -3.5% | -15.0% | +11.5% | -3.2% |
| 6M | -10.8% | -13.2% | +2.4% | -10.4% |
| YTD | -4.0% | -26.2% | +22.2% | -2.1% |
| 1Y | -7.7% | -14.1% | +6.4% | -8.2% |
| All | -7.7% | -14.1% | +6.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling