+274.8%
CG vs SBAC
+114.8%
+160.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.5% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | +11.2% | +5.5% | +5.7% | +9.2% |
| 3M | -22.1% | +3.1% | -25.2% | -23.0% |
| 6M | -17.9% | -7.0% | -10.9% | -16.6% |
| YTD | -31.3% | +0.5% | -31.8% | -33.1% |
| 1Y | -24.0% | +0.2% | -24.2% | -25.9% |
| 3Y | +45.0% | -7.4% | +52.3% | +40.4% |
| 5Y | -22.6% | -39.7% | +17.1% | -10.5% |
| All | +274.8% | +114.8% | +160.0% | +316.8% |
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 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