+118.2%
SRE vs CPB
-45.3%
+163.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.8% | -1.8% | +0.9% | -0.5% |
| 30D | -3.0% | -7.1% | +4.1% | -1.7% |
| 3M | -8.3% | -6.0% | -2.3% | -7.6% |
| 6M | -8.9% | -5.3% | -3.7% | -8.6% |
| YTD | -4.3% | -20.8% | +16.6% | -0.3% |
| 1Y | +2.7% | -33.8% | +36.6% | +11.1% |
| 3Y | +28.7% | -43.7% | +72.4% | +43.1% |
| 5Y | +47.1% | -40.7% | +87.9% | +60.9% |
| All | +118.2% | -45.3% | +163.5% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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