+47.3%
SRE vs CNH
-6.4%
+53.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.1% | -1.0% |
| 7D | -8.4% | +8.6% | -16.9% | -9.6% |
| 30D | -3.2% | +12.6% | -15.7% | -5.1% |
| 3M | -5.3% | +17.5% | -22.8% | -8.5% |
| 6M | -12.6% | +18.1% | -30.7% | -16.0% |
| YTD | -8.8% | +40.4% | -49.1% | -15.7% |
| 1Y | -13.4% | +34.0% | -47.4% | -19.4% |
| 3Y | +24.4% | +35.3% | -10.9% | +13.3% |
| 5Y | +47.3% | -5.1% | +52.4% | +39.6% |
| All | +47.3% | -6.4% | +53.7% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling