+73.0%
CF vs SBAC
-8.8%
+81.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -3.2% |
| 7D | +6.0% | -0.8% | +6.8% | +6.1% |
| 30D | +14.8% | +6.9% | +7.9% | +14.2% |
| 3M | +14.1% | -8.2% | +22.3% | +14.6% |
| 6M | +28.5% | -1.6% | +30.2% | +28.2% |
| YTD | +74.9% | -0.1% | +75.1% | +73.8% |
| 1Y | +61.7% | -0.5% | +62.1% | +60.6% |
| All | +73.0% | -8.8% | +81.8% | +80.0% |
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