-7.1%
CMG vs SBAC
-2.5%
-4.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.2% |
| 7D | -2.1% | -2.1% | 0.0% | -2.0% |
| 30D | +10.9% | +2.0% | +8.9% | +10.9% |
| 3M | +15.8% | -8.3% | +24.1% | +16.5% |
| 6M | +6.9% | +0.3% | +6.6% | +6.3% |
| YTD | -2.2% | -2.2% | 0.0% | -3.1% |
| 1Y | -7.1% | -4.6% | -2.5% | -6.5% |
| All | -7.1% | -2.5% | -4.6% | -6.5% |
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