+1,010.3%
CI vs SBAC
+2,207.9%
-1,197.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.4% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | +5.4% | +11.2% | -5.8% | +4.1% |
| 3M | +7.3% | +4.5% | +2.8% | +6.6% |
| 6M | +5.3% | -12.2% | +17.5% | +6.6% |
| YTD | +8.5% | -0.1% | +8.6% | +7.8% |
| 1Y | +17.1% | -0.3% | +17.4% | +16.4% |
| 3Y | +1.4% | -8.7% | +10.1% | +1.3% |
| 5Y | +50.5% | -40.2% | +90.6% | +56.5% |
| 10Y | +168.5% | +97.3% | +71.2% | +146.1% |
| All | +1,010.3% | +2,207.9% | -1,197.6% | +675.2% |
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