-11.1%
SRE vs CNH
+16.6%
-27.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +1.8% | +3.0% | -1.3% | +1.5% |
| 30D | -3.0% | -0.6% | -2.4% | -3.1% |
| 3M | -7.3% | +14.6% | -21.9% | -8.9% |
| 6M | -11.9% | +11.8% | -23.6% | -13.6% |
| YTD | -7.9% | +30.4% | -38.3% | -11.3% |
| 1Y | -11.1% | +19.1% | -30.2% | -13.6% |
| All | -11.1% | +16.6% | -27.8% | -13.6% |
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