+130.2%
SRE vs CMS
+140.2%
-10.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.6% |
| 7D | +1.8% | +1.7% | 0.0% | +0.4% |
| 30D | -3.0% | +6.2% | -9.2% | -7.4% |
| 3M | -7.3% | +0.6% | -7.9% | -7.7% |
| 6M | -11.9% | -1.8% | -10.1% | -11.0% |
| YTD | -7.9% | +3.8% | -11.7% | -10.7% |
| 1Y | -11.1% | -1.8% | -9.4% | -10.3% |
| 3Y | +24.8% | +39.8% | -15.0% | -4.6% |
| 5Y | +52.4% | +37.1% | +15.3% | +17.5% |
| All | +130.2% | +140.2% | -10.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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