+4,100.0%
CMG vs SBAC
+935.0%
+3,165.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.6% |
| 30D | +7.1% | +6.9% | +0.2% | +4.7% |
| 3M | +31.2% | -8.2% | +39.4% | +34.0% |
| 6M | +0.7% | -1.6% | +2.3% | -0.6% |
| YTD | -0.1% | -0.1% | 0.0% | -2.3% |
| 1Y | -10.7% | -0.5% | -10.3% | -12.8% |
| 3Y | -4.7% | -9.1% | +4.4% | -7.1% |
| 5Y | -3.8% | -43.8% | +40.0% | +10.2% |
| 10Y | +352.5% | +80.5% | +272.0% | +220.9% |
| All | +4,100.0% | +935.0% | +3,165.0% | +1,244.5% |
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 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