-10.7%
SRE vs CNH
+21.0%
-31.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.7% | -0.9% |
| 7D | -0.3% | +23.3% | -23.6% | -1.8% |
| 30D | -0.7% | +33.5% | -34.2% | -2.9% |
| 3M | -6.3% | +32.7% | -39.0% | -8.4% |
| 6M | -10.7% | +22.2% | -32.8% | -11.7% |
| All | -10.7% | +21.0% | -31.6% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling