+1,507.0%
SRE vs CNI
+4,488.9%
-2,981.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | -1.7% | -3.5% | +1.8% | -0.6% |
| 3M | -7.1% | +2.2% | -9.3% | -7.9% |
| 6M | -8.4% | +15.1% | -23.5% | -13.0% |
| YTD | -3.5% | +24.7% | -28.2% | -11.0% |
| 1Y | +5.4% | +33.4% | -28.0% | -5.2% |
| 3Y | +29.5% | +19.5% | +10.0% | +19.8% |
| 5Y | +48.3% | +12.6% | +35.8% | +38.6% |
| 10Y | +123.5% | +134.7% | -11.2% | +61.6% |
| All | +1,507.0% | +4,488.9% | -2,981.9% | +496.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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