+165.0%
CMI vs SBAC
-43.5%
+208.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.0% |
| 7D | -0.7% | -2.1% | +1.4% | -0.5% |
| 30D | -12.4% | +2.0% | -14.4% | -12.6% |
| 3M | -14.8% | -8.3% | -6.5% | -13.9% |
| 6M | +0.8% | +0.3% | +0.5% | 0.0% |
| YTD | +10.2% | -2.2% | +12.4% | +9.7% |
| 1Y | +37.4% | -4.6% | +42.1% | +37.3% |
| 3Y | +153.3% | -8.3% | +161.6% | +150.4% |
| All | +165.0% | -43.5% | +208.5% | +178.7% |
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