+101.9%
CAG vs SBAC
+2,222.3%
-2,120.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.2% |
| 7D | -3.3% | +0.6% | -4.0% | -3.4% |
| 30D | +7.7% | +5.5% | +2.2% | +7.4% |
| 3M | -3.2% | +3.1% | -6.3% | -3.4% |
| 6M | +7.0% | -7.0% | +14.0% | +7.3% |
| YTD | -9.0% | +0.5% | -9.5% | -9.2% |
| 1Y | -9.6% | +0.2% | -9.8% | -9.8% |
| 3Y | -36.0% | -7.4% | -28.6% | -35.9% |
| 5Y | -40.9% | -39.7% | -1.2% | -39.8% |
| 10Y | -37.3% | +112.5% | -149.9% | -39.4% |
| All | +101.9% | +2,222.3% | -2,120.5% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling