+331.2%
CG vs SBAC
+78.4%
+252.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -6.4% | +0.2% | -6.6% | -6.5% |
| 30D | -7.1% | +3.9% | -10.9% | -8.2% |
| 3M | -1.6% | -8.2% | +6.6% | +0.9% |
| 6M | -8.3% | -2.8% | -5.5% | -9.0% |
| YTD | -23.8% | -1.5% | -22.3% | -25.1% |
| 1Y | -28.7% | 0.0% | -28.8% | -30.4% |
| 3Y | +49.2% | -8.4% | +57.6% | +45.0% |
| 5Y | +5.5% | -43.5% | +49.1% | +24.8% |
| 10Y | +331.2% | +86.9% | +244.3% | +351.0% |
| All | +331.2% | +78.4% | +252.9% | +351.0% |
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