+121.0%
SRE vs CP
+255.2%
-134.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -8.2% | +2.8% | -11.0% | -9.1% |
| 30D | -3.6% | +11.0% | -14.7% | -7.3% |
| 3M | -6.3% | +3.8% | -10.1% | -7.8% |
| 6M | -13.0% | +9.5% | -22.5% | -16.3% |
| YTD | -9.2% | +28.2% | -37.4% | -18.0% |
| 1Y | -13.1% | +33.0% | -46.1% | -22.6% |
| 3Y | +22.4% | +35.5% | -13.1% | +5.5% |
| 5Y | +47.1% | +25.8% | +21.3% | +28.4% |
| 10Y | +121.0% | +250.7% | -129.8% | +41.5% |
| All | +121.0% | +255.2% | -134.2% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling