+118.2%
SRE vs CGNX
+193.6%
-75.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.4% |
| 7D | -0.8% | +3.2% | -4.0% | -1.3% |
| 30D | -3.0% | +6.0% | -9.0% | -4.0% |
| 3M | -8.3% | +3.5% | -11.8% | -9.4% |
| 6M | -8.9% | +26.3% | -35.2% | -13.3% |
| YTD | -4.3% | +79.2% | -83.5% | -15.0% |
| 1Y | +2.7% | +43.8% | -41.1% | -5.9% |
| 3Y | +28.7% | +52.0% | -23.3% | +13.1% |
| 5Y | +47.1% | -24.0% | +71.2% | +43.7% |
| All | +118.2% | +193.6% | -75.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling