+60.4%
CFG vs SBAC
-39.6%
+100.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +5.1% | +5.5% | -0.3% | +3.9% |
| 3M | -11.2% | +3.1% | -14.3% | -12.0% |
| 6M | +9.6% | -7.0% | +16.6% | +10.7% |
| YTD | +15.0% | +0.5% | +14.5% | +13.3% |
| 1Y | +29.9% | +0.2% | +29.6% | +28.0% |
| 3Y | +192.1% | -7.4% | +199.4% | +186.1% |
| All | +60.4% | -39.6% | +100.0% | +67.3% |
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