+45.6%
SRE vs CMS
+32.6%
+13.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.5% |
| 7D | -9.2% | -1.3% | -7.9% | -8.3% |
| 30D | -1.9% | +6.3% | -8.2% | -6.4% |
| 3M | -6.5% | -2.1% | -4.5% | -5.2% |
| 6M | -15.2% | -5.1% | -10.2% | -12.1% |
| YTD | -9.5% | +1.3% | -10.7% | -10.6% |
| 1Y | -13.2% | -1.4% | -11.8% | -12.6% |
| 3Y | +19.5% | +36.9% | -17.4% | -7.8% |
| All | +45.6% | +32.6% | +13.0% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling