+71.8%
CB vs SBAC
-6.1%
+77.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +0.7% | +3.6% | -2.9% | +0.2% |
| 30D | +8.2% | +4.9% | +3.3% | +7.4% |
| 3M | +6.3% | +6.5% | -0.2% | +5.3% |
| 6M | +16.2% | -11.1% | +27.3% | +17.9% |
| YTD | +19.3% | +0.9% | +18.4% | +18.6% |
| 1Y | +29.2% | -1.6% | +30.8% | +29.0% |
| All | +71.8% | -6.1% | +77.9% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling