+12.4%
CMG vs SBAC
-2.9%
+15.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +2.5% | +0.6% | +1.8% | +2.4% |
| 30D | +15.6% | +5.5% | +10.1% | +15.5% |
| 3M | +8.2% | +3.1% | +5.1% | +8.4% |
| 6M | +9.9% | -7.0% | +16.9% | +11.0% |
| YTD | -4.6% | +0.5% | -5.1% | -4.0% |
| 1Y | +12.4% | +0.2% | +12.2% | +13.3% |
| All | +12.4% | -2.9% | +15.4% | +13.3% |
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