-41.2%
CAG vs SBAC
-44.9%
+3.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -6.6% | +0.2% | -6.8% | -6.7% |
| 30D | +2.3% | +3.9% | -1.6% | +1.4% |
| 3M | +16.3% | -8.2% | +24.5% | +18.3% |
| 6M | -16.0% | -2.8% | -13.2% | -15.9% |
| YTD | -7.7% | -1.5% | -6.2% | -8.0% |
| 1Y | -16.0% | 0.0% | -16.1% | -16.7% |
| 3Y | -37.7% | -8.4% | -29.3% | -37.4% |
| 5Y | -41.2% | -43.5% | +2.3% | -35.3% |
| All | -41.2% | -44.9% | +3.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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