+243.0%
CB vs SBAC
+97.3%
+145.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.5% | +3.0% | -4.5% | -2.2% |
| 30D | +6.5% | +4.3% | +2.2% | +5.4% |
| 3M | +4.1% | +4.1% | -0.1% | +2.8% |
| 6M | +14.4% | -11.6% | +26.0% | +17.1% |
| YTD | +17.5% | +0.4% | +17.1% | +15.8% |
| 1Y | +27.5% | -1.1% | +28.7% | +26.1% |
| 3Y | +71.6% | -7.3% | +78.9% | +69.9% |
| 5Y | +100.6% | -40.8% | +141.4% | +121.6% |
| 10Y | +243.0% | +103.0% | +140.0% | +192.8% |
| All | +243.0% | +97.3% | +145.7% | +192.8% |
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