+121.0%
CMI vs SBAC
-6.5%
+127.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | +0.5% | +0.6% | -0.2% | +0.5% |
| 30D | -14.0% | +5.5% | -19.5% | -14.0% |
| 3M | -28.1% | +3.1% | -31.2% | -28.2% |
| 6M | -35.8% | -7.0% | -28.8% | -35.3% |
| YTD | -10.5% | +0.5% | -11.0% | -10.4% |
| 1Y | -1.9% | +0.2% | -2.1% | -1.7% |
| 3Y | +121.0% | -7.4% | +128.3% | +124.2% |
| All | +121.0% | -6.5% | +127.5% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling