-28.7%
CG vs SBAC
+0.1%
-28.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.0% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -7.1% | +3.9% | -10.9% | -7.2% |
| 3M | -1.6% | -8.2% | +6.6% | -1.1% |
| 6M | -8.3% | -2.8% | -5.5% | -7.2% |
| YTD | -23.8% | -1.5% | -22.3% | -23.0% |
| 1Y | -28.7% | 0.0% | -28.8% | -28.4% |
| All | -28.7% | +0.1% | -28.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling