+45.5%
SRE vs CPAY
+55.3%
-9.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.8% | -2.0% | +1.1% | -0.5% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | -8.3% | +16.4% | -24.7% | -11.2% |
| 6M | -8.9% | +23.5% | -32.4% | -13.3% |
| YTD | -4.3% | +35.7% | -39.9% | -11.6% |
| 1Y | +2.7% | +30.2% | -27.4% | -4.3% |
| 3Y | +28.7% | +49.7% | -21.1% | +13.4% |
| All | +45.5% | +55.3% | -9.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 5y: compounded portfolio wealth divided by compounded CPAY 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…
5y analysis · Full analysis span regression · 6 months rolling