+19.6%
CCI vs SBAC
+83.0%
-63.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | +0.4% |
| 7D | -4.4% | -5.3% | +0.9% | -0.5% |
| 30D | +0.3% | +0.4% | -0.1% | 0.0% |
| 3M | -20.0% | -11.9% | -8.1% | -12.1% |
| 6M | -14.5% | -4.5% | -10.0% | -13.1% |
| YTD | -14.9% | -4.3% | -10.5% | -13.5% |
| 1Y | -17.7% | -3.9% | -13.8% | -16.7% |
| 3Y | -12.4% | -11.0% | -1.4% | -7.4% |
| 5Y | -50.1% | -44.1% | -6.0% | -25.7% |
| All | +19.6% | +83.0% | -63.5% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling