+577.4%
CF vs SBAC
+80.0%
+497.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -3.0% |
| 7D | +6.0% | -0.8% | +6.8% | +6.1% |
| 30D | +14.8% | +6.9% | +7.9% | +13.3% |
| 3M | +14.1% | -8.2% | +22.3% | +15.7% |
| 6M | +28.5% | -1.6% | +30.2% | +27.6% |
| YTD | +74.9% | -0.1% | +75.1% | +72.8% |
| 1Y | +61.7% | -0.5% | +62.1% | +59.7% |
| 3Y | +80.3% | -9.1% | +89.4% | +78.8% |
| 5Y | +226.0% | -43.8% | +269.8% | +257.8% |
| All | +577.4% | +80.0% | +497.4% | +597.2% |
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