+67.8%
CF vs SBAC
-6.5%
+74.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +4.8% | +0.6% | +4.1% | +4.7% |
| 30D | +4.7% | +5.5% | -0.8% | +4.3% |
| 3M | +7.4% | +3.1% | +4.3% | +7.1% |
| 6M | +0.6% | -7.0% | +7.6% | +0.8% |
| YTD | +64.1% | +0.5% | +63.6% | +62.9% |
| 1Y | +51.4% | +0.2% | +51.2% | +50.3% |
| 3Y | +67.8% | -7.4% | +75.2% | +65.4% |
| All | +67.8% | -6.5% | +74.3% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling