+5,294.5%
CF vs SBAC
+1,364.2%
+3,930.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.7% |
| 7D | +0.4% | +4.4% | -4.0% | -1.7% |
| 30D | +2.2% | +13.8% | -11.6% | -3.8% |
| 3M | +2.1% | +9.0% | -6.9% | -2.4% |
| 6M | -6.5% | -10.0% | +3.5% | -3.5% |
| YTD | +55.6% | +1.8% | +53.8% | +48.5% |
| 1Y | +42.3% | +1.1% | +41.2% | +36.2% |
| 3Y | +55.7% | -9.5% | +65.3% | +51.0% |
| 5Y | +122.4% | -39.0% | +161.4% | +149.1% |
| 10Y | +568.5% | +101.1% | +467.4% | +259.0% |
| All | +5,294.5% | +1,364.2% | +3,930.3% | +954.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling