-11.9%
SRE vs CHD
+22.6%
-34.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +1.8% | +3.6% | -1.9% | +1.2% |
| 30D | -3.0% | +10.4% | -13.4% | -4.5% |
| 3M | -7.3% | +12.2% | -19.4% | -8.8% |
| 6M | -11.9% | +19.9% | -31.8% | -15.0% |
| All | -11.9% | +22.6% | -34.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 6mo: compounded portfolio wealth divided by compounded CHD 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…
6mo analysis · Full analysis span regression · 6 months rolling