+50.3%
CF vs SBAC
-2.9%
+53.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.7% |
| 7D | +10.4% | -2.8% | +13.1% | +10.4% |
| 30D | +7.6% | +3.1% | +4.4% | +7.4% |
| 3M | +5.2% | +5.1% | 0.0% | +5.0% |
| 6M | -0.1% | -11.4% | +11.3% | -0.9% |
| YTD | +61.7% | +0.2% | +61.5% | +58.9% |
| 1Y | +50.3% | -3.9% | +54.2% | +48.9% |
| All | +50.3% | -2.9% | +53.2% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling