+9.2%
CNH vs SBAC
-10.4%
+19.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.0% |
| 7D | -1.7% | +1.2% | -2.9% | -1.9% |
| 30D | -7.2% | +11.2% | -18.4% | -8.5% |
| 3M | +6.5% | +4.5% | +2.1% | +5.9% |
| 6M | +7.9% | -12.2% | +20.0% | +10.2% |
| YTD | +26.6% | -0.1% | +26.7% | +26.8% |
| 1Y | +13.8% | -0.3% | +14.0% | +13.9% |
| 3Y | +9.2% | -8.7% | +17.9% | +4.8% |
| All | +9.2% | -10.4% | +19.6% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling