+107.8%
CB vs SBAC
-39.6%
+147.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +7.3% | +5.5% | +1.8% | +6.4% |
| 3M | +9.4% | +3.1% | +6.3% | +8.7% |
| 6M | +19.6% | -7.0% | +26.7% | +20.6% |
| YTD | +21.5% | +0.5% | +21.0% | +20.4% |
| 1Y | +28.0% | +0.2% | +27.8% | +27.0% |
| 3Y | +74.9% | -7.4% | +82.2% | +74.5% |
| All | +107.8% | -39.6% | +147.4% | +123.1% |
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 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