+1,324.3%
CAH vs SBAC
+2,208.1%
-883.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +5.4% | -0.8% | +6.2% | +5.4% |
| 30D | +3.3% | +6.9% | -3.6% | +2.8% |
| 3M | +22.8% | -8.2% | +31.0% | +23.4% |
| 6M | +11.3% | -1.6% | +12.9% | +11.1% |
| YTD | +21.1% | -0.1% | +21.3% | +20.7% |
| 1Y | +67.2% | -0.5% | +67.7% | +66.6% |
| 3Y | +195.6% | -9.1% | +204.7% | +195.1% |
| 5Y | +413.8% | -43.8% | +457.6% | +428.2% |
| 10Y | +309.6% | +80.5% | +229.1% | +289.2% |
| All | +1,324.3% | +2,208.1% | -883.9% | +1,112.5% |
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