+701.8%
CCI vs SBAC
+2,173.2%
-1,471.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -1.4% | -3.4% | +2.0% | -0.2% |
| 30D | +12.7% | +2.6% | +10.1% | +11.9% |
| 3M | +23.0% | +2.6% | +20.4% | +22.3% |
| 6M | +0.6% | -11.5% | +12.1% | +5.5% |
| YTD | +4.9% | -1.6% | +6.5% | +5.7% |
| 1Y | +0.7% | -5.1% | +5.8% | +2.8% |
| 3Y | +10.2% | -9.3% | +19.6% | +14.5% |
| 5Y | -36.4% | -41.0% | +4.5% | -23.2% |
| 10Y | +66.6% | +108.0% | -41.4% | +37.7% |
| All | +701.8% | +2,173.2% | -1,471.4% | +194.6% |
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 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