+112.0%
CF vs SBAC
-40.3%
+152.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -3.2% | +1.2% | -4.4% | -3.4% |
| 30D | +4.3% | +11.2% | -6.8% | +2.7% |
| 3M | +2.8% | +4.5% | -1.6% | +2.0% |
| 6M | +0.6% | -12.2% | +12.8% | +2.1% |
| YTD | +56.6% | -0.1% | +56.8% | +55.0% |
| 1Y | +49.6% | -0.3% | +49.9% | +48.0% |
| 3Y | +61.5% | -8.7% | +70.2% | +60.4% |
| All | +112.0% | -40.3% | +152.3% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling