+2,057.0%
CB vs SBAC
+2,207.9%
-150.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 3M | +3.4% | +4.5% | -1.0% | +2.8% |
| 6M | +14.1% | -12.2% | +26.3% | +15.5% |
| YTD | +18.0% | -0.1% | +18.1% | +17.3% |
| 1Y | +30.1% | -0.3% | +30.4% | +29.3% |
| 3Y | +71.8% | -8.7% | +80.5% | +71.5% |
| 5Y | +101.8% | -40.2% | +142.0% | +109.7% |
| 10Y | +252.1% | +97.3% | +154.8% | +219.6% |
| All | +2,057.0% | +2,207.9% | -150.9% | +1,320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling