+181.4%
CFG vs SBAC
-8.8%
+190.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | -3.8% | +6.9% | -10.8% | -4.6% |
| 3M | +11.5% | -8.2% | +19.7% | +12.6% |
| 6M | +19.2% | -1.6% | +20.8% | +19.2% |
| YTD | +23.7% | -0.1% | +23.8% | +23.1% |
| 1Y | +38.8% | -0.5% | +39.3% | +38.1% |
| All | +181.4% | -8.8% | +190.2% | +176.4% |
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