+1,423.6%
SRE vs CPB
-5.8%
+1,429.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.3% |
| 7D | -1.1% | -5.8% | +4.7% | +0.7% |
| 30D | -4.1% | +16.5% | -20.6% | -8.6% |
| 3M | -7.3% | -1.1% | -6.2% | -7.6% |
| 6M | -14.1% | +11.5% | -25.6% | -17.9% |
| YTD | -8.5% | -15.7% | +7.2% | -5.5% |
| 1Y | -12.0% | -24.7% | +12.7% | -6.1% |
| 3Y | +23.4% | -37.3% | +60.7% | +37.2% |
| 5Y | +51.3% | -35.0% | +86.3% | +64.4% |
| 10Y | +126.3% | -41.0% | +167.3% | +140.8% |
| All | +1,423.6% | -5.8% | +1,429.5% | +1,118.6% |
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 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