+1,523.5%
CAH vs SBAC
+2,222.3%
-698.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +3.5% | +0.6% | +2.8% | +3.4% |
| 30D | +13.5% | +5.5% | +8.0% | +13.0% |
| 3M | +21.8% | +3.1% | +18.8% | +21.5% |
| 6M | +51.5% | -7.0% | +58.5% | +52.0% |
| YTD | +38.1% | +0.5% | +37.6% | +37.4% |
| 1Y | +37.7% | +0.2% | +37.5% | +37.0% |
| 3Y | +179.6% | -7.4% | +187.0% | +178.6% |
| 5Y | +504.9% | -39.7% | +544.7% | +518.4% |
| 10Y | +418.6% | +112.5% | +306.0% | +387.7% |
| All | +1,523.5% | +2,222.3% | -698.8% | +1,280.4% |
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