-5.0%
CMG vs SBAC
-45.4%
+40.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | -3.8% | -5.3% | +1.4% | -3.0% |
| 30D | +12.9% | +0.4% | +12.5% | +12.8% |
| 3M | +18.8% | -11.9% | +30.7% | +21.1% |
| 6M | +4.1% | -4.5% | +8.5% | +4.0% |
| YTD | -2.4% | -4.3% | +2.0% | -2.6% |
| 1Y | -6.7% | -3.9% | -2.8% | -7.1% |
| 3Y | -7.1% | -11.0% | +3.9% | -8.2% |
| 5Y | -5.0% | -44.1% | +39.1% | +14.4% |
| All | -5.0% | -45.4% | +40.4% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling