+4,577.2%
CNC vs SBAC
+1,801.6%
+2,775.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.3% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +0.1% | +6.9% | -6.8% | -0.7% |
| 3M | +6.9% | -8.2% | +15.2% | +7.8% |
| 6M | +49.0% | -1.6% | +50.7% | +48.7% |
| YTD | +62.9% | -0.1% | +63.0% | +62.2% |
| 1Y | +134.0% | -0.5% | +134.5% | +132.9% |
| 3Y | +9.4% | -9.1% | +18.5% | +9.4% |
| 5Y | +4.1% | -43.8% | +47.9% | +9.5% |
| 10Y | +95.4% | +80.5% | +14.9% | +83.0% |
| All | +4,577.2% | +1,801.6% | +2,775.6% | +3,686.3% |
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 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