+173.9%
SRE vs CNH
+46.6%
+127.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.1% | -1.2% |
| 7D | -8.4% | +8.6% | -16.9% | -9.8% |
| 30D | -3.2% | +12.6% | -15.7% | -5.4% |
| 3M | -5.3% | +17.5% | -22.8% | -8.9% |
| 6M | -12.6% | +18.1% | -30.7% | -16.4% |
| YTD | -8.8% | +40.4% | -49.1% | -16.1% |
| 1Y | -13.4% | +34.0% | -47.4% | -19.8% |
| 3Y | +24.4% | +35.3% | -10.9% | +12.8% |
| 5Y | +47.3% | -5.1% | +52.4% | +40.4% |
| 10Y | +116.7% | +124.0% | -7.4% | +65.1% |
| All | +173.9% | +46.6% | +127.3% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling