+101.0%
CB vs SBAC
-43.7%
+144.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | -3.1% | +6.9% | -10.0% | -4.1% |
| 3M | +9.0% | -8.2% | +17.2% | +10.3% |
| 6M | +2.9% | -1.6% | +4.5% | +2.6% |
| YTD | +10.1% | -0.1% | +10.2% | +9.4% |
| 1Y | +22.8% | -0.5% | +23.2% | +22.0% |
| 3Y | +73.8% | -9.1% | +82.9% | +74.0% |
| All | +101.0% | -43.7% | +144.7% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling