+118.5%
SRE vs CMS
+117.1%
+1.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | +1.4% | +1.2% | +0.2% | +0.5% |
| 30D | +1.9% | -3.2% | +5.0% | +4.4% |
| 3M | -3.3% | -2.2% | -1.1% | -1.8% |
| 6M | -6.4% | -9.4% | +3.0% | +0.7% |
| YTD | -1.8% | +0.7% | -2.5% | -2.6% |
| 1Y | +10.7% | +0.4% | +10.4% | +10.0% |
| 3Y | +31.8% | +35.2% | -3.4% | +3.2% |
| 5Y | +49.2% | +24.1% | +25.1% | +23.8% |
| 10Y | +118.5% | +115.8% | +2.7% | +18.2% |
| All | +118.5% | +117.1% | +1.4% | +18.2% |
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