+467.4%
CF vs SBAC
+111.4%
+356.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +4.8% | +3.6% | +1.1% | +3.9% |
| 30D | +9.7% | +4.9% | +4.8% | +8.6% |
| 3M | +1.2% | +6.5% | -5.2% | -0.3% |
| 6M | +7.4% | -11.1% | +18.5% | +9.4% |
| YTD | +60.5% | +0.9% | +59.6% | +57.9% |
| 1Y | +50.7% | -1.6% | +52.3% | +49.1% |
| 3Y | +64.8% | -7.0% | +71.8% | +62.4% |
| 5Y | +115.8% | -39.2% | +155.0% | +133.1% |
| All | +467.4% | +111.4% | +356.1% | +446.3% |
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