+1,412.0%
SRE vs CPB
-3.6%
+1,415.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -8.2% | +2.9% | -11.0% | -9.0% |
| 30D | -3.6% | +17.6% | -21.2% | -8.4% |
| 3M | -6.3% | +2.0% | -8.3% | -7.4% |
| 6M | -13.0% | +11.6% | -24.7% | -16.9% |
| YTD | -9.2% | -13.8% | +4.6% | -6.8% |
| 1Y | -13.1% | -21.6% | +8.4% | -8.4% |
| 3Y | +22.4% | -35.8% | +58.2% | +35.2% |
| 5Y | +47.1% | -33.3% | +80.4% | +58.7% |
| 10Y | +121.0% | -39.4% | +160.4% | +133.3% |
| All | +1,412.0% | -3.6% | +1,415.7% | +1,101.3% |
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