+1,507.7%
SRE vs CPB
-9.9%
+1,517.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.4% |
| 7D | -0.3% | -8.6% | +8.3% | +2.2% |
| 30D | -0.7% | -7.2% | +6.5% | +1.2% |
| 3M | -6.3% | +0.9% | -7.2% | -7.3% |
| 6M | -10.7% | -11.8% | +1.2% | -8.3% |
| YTD | -3.5% | -19.4% | +15.9% | +1.5% |
| 1Y | +5.3% | -30.4% | +35.7% | +15.3% |
| 3Y | +31.8% | -40.2% | +71.9% | +49.2% |
| 5Y | +47.4% | -39.5% | +86.9% | +64.3% |
| 10Y | +120.6% | -47.4% | +167.9% | +144.9% |
| All | +1,507.7% | -9.9% | +1,517.7% | +1,208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling