-0.6%
CMS vs SBAC
-0.4%
-0.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +7.2% | +11.2% | -4.0% | +5.4% |
| 3M | -1.3% | +4.5% | -5.7% | -2.1% |
| 6M | -4.3% | -12.2% | +7.8% | -2.9% |
| YTD | +2.1% | -0.1% | +2.2% | +3.9% |
| 1Y | -0.6% | -0.3% | -0.3% | +1.3% |
| All | -0.6% | -0.4% | -0.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling