+1,419.6%
SRE vs CMS
+285.9%
+1,133.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.5% |
| 7D | -8.4% | -0.9% | -7.5% | -8.0% |
| 30D | -3.2% | +7.1% | -10.2% | -6.3% |
| 3M | -5.3% | -1.3% | -4.0% | -4.7% |
| 6M | -12.6% | -2.7% | -9.9% | -11.5% |
| YTD | -8.8% | +2.6% | -11.4% | -9.9% |
| 1Y | -13.4% | -2.0% | -11.4% | -12.6% |
| 3Y | +24.4% | +39.6% | -15.2% | +6.1% |
| 5Y | +47.3% | +35.3% | +12.0% | +27.9% |
| 10Y | +116.7% | +132.3% | -15.7% | +50.5% |
| All | +1,419.6% | +285.9% | +1,133.7% | +692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling