+109.7%
CAG vs SBAC
+2,208.1%
-2,098.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -3.8% | -0.8% | -3.0% | -3.8% |
| 30D | +3.1% | +6.9% | -3.8% | +2.7% |
| 3M | +23.5% | -8.2% | +31.7% | +24.0% |
| 6M | -14.8% | -1.6% | -13.2% | -14.9% |
| YTD | -5.4% | -0.1% | -5.3% | -5.6% |
| 1Y | -11.8% | -0.5% | -11.3% | -11.9% |
| 3Y | -36.7% | -9.1% | -27.6% | -36.6% |
| 5Y | -40.3% | -43.8% | +3.5% | -39.0% |
| 10Y | -37.0% | +80.5% | -117.5% | -38.7% |
| All | +109.7% | +2,208.1% | -2,098.4% | +96.1% |
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