+266.7%
CMS vs SBAC
+2,207.9%
-1,941.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.9% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | +6.3% | +11.2% | -4.9% | +4.8% |
| 3M | -2.1% | +4.5% | -6.5% | -2.7% |
| 6M | -5.1% | -12.2% | +7.1% | -3.8% |
| YTD | +1.3% | -0.1% | +1.4% | +0.6% |
| 1Y | -1.4% | -0.3% | -1.1% | -2.0% |
| 3Y | +36.9% | -8.7% | +45.7% | +37.2% |
| 5Y | +32.5% | -40.2% | +72.7% | +38.9% |
| 10Y | +126.8% | +97.3% | +29.4% | +109.0% |
| All | +266.7% | +2,207.9% | -1,941.2% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling