+30.1%
CB vs SBAC
-0.4%
+30.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | +0.2% | +1.2% | -1.0% | +0.1% |
| 30D | +9.1% | +11.2% | -2.1% | +7.9% |
| 3M | +3.4% | +4.5% | -1.0% | +2.9% |
| 6M | +14.1% | -12.2% | +26.3% | +15.3% |
| YTD | +18.0% | -0.1% | +18.1% | +19.2% |
| 1Y | +30.1% | -0.3% | +30.4% | +31.1% |
| All | +30.1% | -0.4% | +30.5% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling