-7.7%
SRE vs CNH
+15.2%
-22.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -2.1% | +6.5% | -8.5% | -2.4% |
| 30D | +6.1% | -12.0% | +18.0% | +6.6% |
| 3M | -3.5% | +4.4% | -7.9% | -4.2% |
| 6M | -10.8% | +15.7% | -26.5% | -12.7% |
| YTD | -4.0% | +28.2% | -32.2% | -5.8% |
| 1Y | -7.7% | +14.8% | -22.4% | -10.0% |
| All | -7.7% | +15.2% | -22.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling