+429.5%
SRE vs CPAY
+1,532.9%
-1,103.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.8% | -2.0% | +1.1% | -0.4% |
| 30D | -3.0% | -0.4% | -2.6% | -3.0% |
| 3M | -8.3% | +16.4% | -24.7% | -11.9% |
| 6M | -8.9% | +23.5% | -32.4% | -14.3% |
| YTD | -4.3% | +35.7% | -39.9% | -12.7% |
| 1Y | +2.7% | +30.2% | -27.4% | -5.6% |
| 3Y | +28.7% | +49.7% | -21.1% | +11.8% |
| 5Y | +47.1% | +56.6% | -9.4% | +23.7% |
| 10Y | +121.7% | +153.8% | -32.1% | +64.9% |
| All | +429.5% | +1,532.9% | -1,103.4% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling