+248.2%
CB vs SBAC
+93.8%
+154.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | +0.2% | +1.2% | -1.0% | -0.1% |
| 30D | +9.1% | +11.2% | -2.1% | +6.3% |
| 3M | +3.4% | +4.5% | -1.0% | +2.1% |
| 6M | +14.1% | -12.2% | +26.3% | +16.9% |
| YTD | +18.0% | -0.1% | +18.1% | +16.4% |
| 1Y | +30.1% | -0.3% | +30.4% | +28.4% |
| 3Y | +71.8% | -8.7% | +80.5% | +70.8% |
| 5Y | +101.8% | -40.2% | +142.0% | +121.9% |
| All | +248.2% | +93.8% | +154.4% | +199.2% |
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