+130.2%
SRE vs CPB
-38.9%
+169.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.1% |
| 7D | +1.8% | -1.6% | +3.3% | +2.0% |
| 30D | -3.0% | +19.2% | -22.2% | -6.4% |
| 3M | -7.3% | -0.9% | -6.3% | -7.4% |
| 6M | -11.9% | +15.2% | -27.1% | -15.1% |
| YTD | -7.9% | -13.1% | +5.2% | -6.1% |
| 1Y | -11.1% | -22.4% | +11.3% | -7.2% |
| 3Y | +24.8% | -35.3% | +60.1% | +34.4% |
| 5Y | +52.4% | -33.0% | +85.4% | +62.1% |
| All | +130.2% | -38.9% | +169.0% | +134.6% |
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