+132.3%
CMS vs SBAC
+97.3%
+35.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.9% | +3.0% | -3.9% | -2.0% |
| 30D | +7.1% | +4.3% | +2.8% | +5.3% |
| 3M | -1.3% | +4.1% | -5.4% | -3.1% |
| 6M | -2.7% | -11.6% | +9.0% | +0.9% |
| YTD | +2.6% | +0.4% | +2.3% | +0.1% |
| 1Y | -2.0% | -1.1% | -0.9% | -3.9% |
| 3Y | +39.6% | -7.3% | +46.9% | +38.0% |
| 5Y | +35.3% | -40.8% | +76.1% | +57.6% |
| 10Y | +132.3% | +103.0% | +29.4% | +80.2% |
| All | +132.3% | +97.3% | +35.1% | +80.2% |
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