+34.9%
CMS vs SBAC
-41.3%
+76.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -1.3% | -3.4% | +2.1% | -0.2% |
| 30D | +5.3% | +2.6% | +2.6% | +4.3% |
| 3M | -0.3% | +2.6% | -2.9% | -1.4% |
| 6M | -4.0% | -11.5% | +7.5% | -1.0% |
| YTD | +2.1% | -1.6% | +3.8% | +0.9% |
| 1Y | -4.7% | -5.1% | +0.4% | -4.6% |
| 3Y | +36.8% | -9.3% | +46.1% | +37.2% |
| 5Y | +34.9% | -41.0% | +75.8% | +53.3% |
| All | +34.9% | -41.3% | +76.2% | +53.3% |
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 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