+47.1%
SRE vs CPB
-33.2%
+80.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -8.2% | +2.9% | -11.0% | -8.7% |
| 30D | -3.6% | +17.6% | -21.2% | -6.7% |
| 3M | -6.3% | +2.0% | -8.3% | -7.0% |
| 6M | -13.0% | +11.6% | -24.7% | -15.7% |
| YTD | -9.2% | -13.8% | +4.6% | -6.9% |
| 1Y | -13.1% | -21.6% | +8.4% | -8.8% |
| 3Y | +22.4% | -35.8% | +58.2% | +33.6% |
| 5Y | +47.1% | -33.3% | +80.4% | +53.2% |
| All | +47.1% | -33.2% | +80.3% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling