+102.5%
CFG vs SBAC
-43.7%
+146.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | -3.8% | +6.9% | -10.8% | -5.2% |
| 3M | +11.5% | -8.2% | +19.7% | +13.2% |
| 6M | +19.2% | -1.6% | +20.8% | +18.7% |
| YTD | +23.7% | -0.1% | +23.8% | +22.3% |
| 1Y | +38.8% | -0.5% | +39.3% | +37.2% |
| 3Y | +178.9% | -9.1% | +188.0% | +175.0% |
| All | +102.5% | -43.7% | +146.2% | +107.8% |
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