+31.0%
SRE vs CMS
+35.9%
-4.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | -0.7% | -3.6% | +2.9% | +1.9% |
| 3M | -6.3% | -1.9% | -4.4% | -5.3% |
| 6M | -10.7% | -11.0% | +0.3% | -3.0% |
| YTD | -3.5% | +0.2% | -3.7% | -3.8% |
| 1Y | +5.3% | -1.3% | +6.6% | +5.9% |
| All | +31.0% | +35.9% | -4.8% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling