+192.1%
CFG vs SBAC
-6.5%
+198.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +5.1% | +5.5% | -0.3% | +4.7% |
| 3M | -11.2% | +3.1% | -14.3% | -11.5% |
| 6M | +9.6% | -7.0% | +16.6% | +10.1% |
| YTD | +15.0% | +0.5% | +14.5% | +14.6% |
| 1Y | +29.9% | +0.2% | +29.6% | +29.5% |
| 3Y | +192.1% | -7.4% | +199.4% | +190.0% |
| All | +192.1% | -6.5% | +198.6% | +190.0% |
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