+1,419.6%
SRE vs CP
+4,929.0%
-3,509.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.2% |
| 7D | -8.4% | +2.8% | -11.2% | -9.1% |
| 30D | -3.2% | +11.3% | -14.5% | -6.2% |
| 3M | -5.3% | +2.9% | -8.2% | -6.3% |
| 6M | -12.6% | +9.8% | -22.4% | -15.2% |
| YTD | -8.8% | +28.5% | -37.3% | -15.7% |
| 1Y | -13.4% | +33.5% | -46.9% | -20.9% |
| 3Y | +24.4% | +31.9% | -7.5% | +12.4% |
| 5Y | +47.3% | +25.5% | +21.8% | +33.8% |
| 10Y | +116.7% | +257.6% | -140.9% | +44.8% |
| All | +1,419.6% | +4,929.0% | -3,509.4% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling