+246.7%
CB vs SBAC
+103.9%
+142.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +0.7% | +3.6% | -2.9% | -0.1% |
| 30D | +8.2% | +4.9% | +3.3% | +6.9% |
| 3M | +6.3% | +6.5% | -0.2% | +4.5% |
| 6M | +16.2% | -11.1% | +27.3% | +18.8% |
| YTD | +19.3% | +0.9% | +18.4% | +17.4% |
| 1Y | +29.2% | -1.6% | +30.8% | +27.9% |
| 3Y | +71.4% | -7.0% | +78.4% | +69.6% |
| 5Y | +104.2% | -39.2% | +143.5% | +123.9% |
| 10Y | +246.7% | +111.4% | +135.3% | +192.1% |
| All | +246.7% | +103.9% | +142.8% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling