+1,507.7%
SRE vs CMS
+276.7%
+1,231.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -0.7% | -3.6% | +2.9% | +1.0% |
| 3M | -6.3% | -1.9% | -4.4% | -5.5% |
| 6M | -10.7% | -11.0% | +0.3% | -5.5% |
| YTD | -3.5% | +0.2% | -3.7% | -3.5% |
| 1Y | +5.3% | -1.3% | +6.6% | +6.0% |
| 3Y | +31.8% | +35.9% | -4.1% | +13.9% |
| 5Y | +47.4% | +23.1% | +24.3% | +33.6% |
| 10Y | +120.6% | +117.9% | +2.6% | +57.8% |
| All | +1,507.7% | +276.7% | +1,231.0% | +748.3% |
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