+1,434.4%
SRE vs CHD
+5,870.5%
-4,436.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +1.8% | +3.6% | -1.9% | +0.8% |
| 30D | -3.0% | +10.4% | -13.4% | -5.6% |
| 3M | -7.3% | +12.2% | -19.4% | -10.2% |
| 6M | -11.9% | +19.9% | -31.8% | -16.4% |
| YTD | -7.9% | +36.4% | -44.3% | -15.8% |
| 1Y | -11.1% | +35.1% | -46.3% | -18.6% |
| 3Y | +24.8% | +29.2% | -4.4% | +14.4% |
| 5Y | +52.4% | +33.4% | +19.0% | +37.0% |
| 10Y | +127.9% | +195.0% | -67.2% | +64.4% |
| All | +1,434.4% | +5,870.5% | -4,436.1% | +567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling