+8.9%
SRE vs CP
+19.4%
-10.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | +0.8% | -0.5% | +1.3% | +0.6% |
| 3M | -5.8% | +0.1% | -5.9% | -6.2% |
| 6M | -7.8% | +7.8% | -15.6% | -9.9% |
| YTD | -2.4% | +22.9% | -25.2% | -7.4% |
| 1Y | +8.9% | +21.3% | -12.4% | +5.8% |
| All | +8.9% | +19.4% | -10.5% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling