+503.2%
CMI vs SBAC
+87.1%
+416.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.8% |
| 7D | -0.7% | -2.1% | +1.4% | -0.3% |
| 30D | -12.4% | +2.0% | -14.4% | -12.8% |
| 3M | -14.8% | -8.3% | -6.5% | -13.6% |
| 6M | +0.8% | +0.3% | +0.5% | -0.7% |
| YTD | +10.2% | -2.2% | +12.4% | +9.1% |
| 1Y | +37.4% | -4.6% | +42.1% | +36.8% |
| 3Y | +153.3% | -8.3% | +161.6% | +149.0% |
| 5Y | +167.6% | -42.8% | +210.4% | +194.4% |
| All | +503.2% | +87.1% | +416.1% | +407.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling