+350.2%
CG vs SBAC
+283.8%
+66.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | -5.1% | +6.9% | -12.0% | -7.4% |
| 3M | +8.7% | -8.2% | +16.9% | +11.6% |
| 6M | -9.2% | -1.6% | -7.6% | -10.5% |
| YTD | -18.9% | -0.1% | -18.7% | -20.9% |
| 1Y | -25.6% | -0.5% | -25.2% | -27.5% |
| 3Y | +57.3% | -9.1% | +66.3% | +53.2% |
| 5Y | +10.2% | -43.8% | +53.9% | +31.8% |
| 10Y | +364.2% | +80.5% | +283.7% | +233.8% |
| All | +350.2% | +283.8% | +66.3% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling