+124.0%
CNH vs SBAC
+97.3%
+26.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +10.8% |
| 7D | +8.6% | +3.0% | +5.6% | +7.8% |
| 30D | +12.6% | +4.3% | +8.2% | +11.3% |
| 3M | +17.5% | +4.1% | +13.4% | +15.9% |
| 6M | +18.1% | -11.6% | +29.7% | +20.8% |
| YTD | +40.4% | +0.4% | +40.0% | +37.9% |
| 1Y | +34.0% | -1.1% | +35.1% | +32.1% |
| 3Y | +35.3% | -7.3% | +42.5% | +33.4% |
| 5Y | -5.1% | -40.8% | +35.7% | +4.5% |
| 10Y | +124.0% | +103.0% | +21.1% | +109.5% |
| All | +124.0% | +97.3% | +26.8% | +109.5% |
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