-13.1%
SRE vs CNH
+27.3%
-40.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.2% |
| 7D | -8.2% | +4.5% | -12.7% | -8.4% |
| 30D | -3.6% | +7.6% | -11.3% | -4.1% |
| 3M | -6.3% | +17.0% | -23.2% | -8.0% |
| 6M | -13.0% | +12.9% | -26.0% | -14.6% |
| YTD | -9.2% | +34.3% | -43.5% | -12.2% |
| 1Y | -13.1% | +28.5% | -41.7% | -15.9% |
| All | -13.1% | +27.3% | -40.5% | -15.9% |
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