+31.2%
SRE vs CNH
+9.4%
+21.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | +1.5% | +1.8% | -0.4% | +1.1% |
| 30D | +0.8% | +32.6% | -31.8% | -3.5% |
| 3M | -5.8% | +29.4% | -35.2% | -9.7% |
| 6M | -7.8% | +26.0% | -33.8% | -11.6% |
| YTD | -2.4% | +52.2% | -54.6% | -9.6% |
| 1Y | +8.9% | +23.9% | -15.0% | +4.4% |
| All | +31.2% | +9.4% | +21.8% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling