+49.4%
SRE vs CG
+9.9%
+39.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.1% |
| 7D | +1.4% | -1.3% | +2.7% | +1.6% |
| 30D | +1.9% | -3.2% | +5.1% | +2.3% |
| 3M | -3.3% | +6.2% | -9.5% | -4.8% |
| 6M | -6.4% | -4.7% | -1.8% | -6.2% |
| YTD | -1.8% | -20.6% | +18.8% | +1.4% |
| 1Y | +10.7% | -26.4% | +37.1% | +15.8% |
| 3Y | +31.8% | +55.4% | -23.6% | +16.4% |
| All | +49.4% | +9.9% | +39.5% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling