-4.1%
CMG vs SBAC
-39.6%
+35.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +2.5% | +0.6% | +1.8% | +2.4% |
| 30D | +15.6% | +5.5% | +10.1% | +14.6% |
| 3M | +8.2% | +3.1% | +5.1% | +7.6% |
| 6M | +9.9% | -7.0% | +16.9% | +11.0% |
| YTD | -4.6% | +0.5% | -5.1% | -5.7% |
| 1Y | +12.4% | +0.2% | +12.2% | +11.2% |
| 3Y | -18.0% | -7.4% | -10.6% | -19.2% |
| All | -4.1% | -39.6% | +35.5% | +13.8% |
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 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