+219.8%
CFG vs SBAC
+109.8%
+109.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -0.8% | -2.8% | +2.0% | -0.1% |
| 30D | +3.1% | +3.1% | 0.0% | +2.3% |
| 3M | -9.7% | +5.1% | -14.9% | -11.0% |
| 6M | +6.7% | -11.4% | +18.1% | +9.2% |
| YTD | +15.2% | +0.2% | +15.0% | +13.1% |
| 1Y | +28.8% | -3.9% | +32.7% | +27.9% |
| 3Y | +190.1% | -7.7% | +197.7% | +184.7% |
| 5Y | +63.4% | -39.7% | +103.1% | +78.4% |
| 10Y | +219.8% | +111.9% | +107.9% | +241.0% |
| All | +219.8% | +109.8% | +109.9% | +241.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling