+172.5%
SRE vs CNH
+40.2%
+132.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.3% |
| 7D | -8.2% | +4.5% | -12.7% | -9.0% |
| 30D | -3.6% | +7.6% | -11.3% | -5.1% |
| 3M | -6.3% | +17.0% | -23.2% | -9.8% |
| 6M | -13.0% | +12.9% | -26.0% | -16.1% |
| YTD | -9.2% | +34.3% | -43.5% | -15.9% |
| 1Y | -13.1% | +28.5% | -41.7% | -18.9% |
| 3Y | +22.4% | +31.9% | -9.4% | +11.5% |
| 5Y | +47.1% | -9.6% | +56.7% | +41.5% |
| 10Y | +121.0% | +106.3% | +14.7% | +70.4% |
| All | +172.5% | +40.2% | +132.3% | +113.0% |
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