+118.5%
SRE vs CP
+219.6%
-101.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +1.4% | +2.4% | -1.0% | +0.5% |
| 30D | +1.9% | -0.5% | +2.4% | +1.9% |
| 3M | -3.3% | +1.4% | -4.7% | -4.1% |
| 6M | -6.4% | +10.3% | -16.7% | -10.3% |
| YTD | -1.8% | +24.3% | -26.1% | -10.1% |
| 1Y | +10.7% | +20.4% | -9.7% | +2.4% |
| 3Y | +31.8% | +21.8% | +10.0% | +18.6% |
| 5Y | +49.2% | +31.5% | +17.7% | +27.7% |
| 10Y | +118.5% | +223.2% | -104.7% | +41.4% |
| All | +118.5% | +219.6% | -101.1% | +41.4% |
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