+279.6%
SRE vs CG
+295.0%
-15.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -5.6% | -3.8% | -1.8% | -4.9% |
| 30D | -4.5% | +7.5% | -12.0% | -6.0% |
| 3M | -7.7% | -14.4% | +6.6% | -5.1% |
| 6M | -14.4% | -15.7% | +1.2% | -12.0% |
| YTD | -9.4% | -29.0% | +19.6% | -4.1% |
| 1Y | -13.8% | -22.1% | +8.3% | -10.7% |
| 3Y | +22.2% | +49.1% | -27.0% | +6.8% |
| 5Y | +50.5% | -18.4% | +68.8% | +45.3% |
| 10Y | +124.1% | +295.1% | -171.0% | +55.9% |
| All | +279.6% | +295.0% | -15.4% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling