+13.1%
CNH vs SBAC
-43.7%
+56.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | +23.3% | -0.8% | +24.1% | +23.4% |
| 30D | +33.5% | +6.9% | +26.5% | +31.5% |
| 3M | +32.7% | -8.2% | +40.9% | +34.9% |
| 6M | +22.2% | -1.6% | +23.8% | +21.7% |
| YTD | +57.7% | -0.1% | +57.8% | +56.2% |
| 1Y | +28.0% | -0.5% | +28.4% | +26.7% |
| 3Y | +11.5% | -9.1% | +20.6% | +10.9% |
| All | +13.1% | -43.7% | +56.8% | +28.3% |
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