+487.0%
CF vs SBAC
+97.3%
+389.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.9% | +3.0% | -3.8% | -1.5% |
| 30D | +6.9% | +4.3% | +2.6% | +6.0% |
| 3M | +4.8% | +4.1% | +0.7% | +3.7% |
| 6M | +4.7% | -11.6% | +16.3% | +6.7% |
| YTD | +56.5% | +0.4% | +56.1% | +54.1% |
| 1Y | +48.4% | -1.1% | +49.5% | +46.6% |
| 3Y | +59.1% | -7.3% | +66.4% | +57.0% |
| 5Y | +109.5% | -40.8% | +150.3% | +127.5% |
| 10Y | +487.0% | +103.0% | +384.0% | +492.5% |
| All | +487.0% | +97.3% | +389.7% | +492.5% |
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 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