+68.0%
CNH vs SBAC
+164.6%
-96.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | +23.3% | -0.8% | +24.1% | +23.5% |
| 30D | +33.5% | +6.9% | +26.5% | +30.9% |
| 3M | +32.7% | -8.2% | +40.9% | +35.3% |
| 6M | +22.2% | -1.6% | +23.8% | +20.9% |
| YTD | +57.7% | -0.1% | +57.8% | +55.1% |
| 1Y | +28.0% | -0.5% | +28.4% | +25.8% |
| 3Y | +11.5% | -9.1% | +20.6% | +10.6% |
| 5Y | +11.9% | -43.8% | +55.7% | +26.6% |
| 10Y | +162.8% | +80.5% | +82.3% | +93.8% |
| All | +68.0% | +164.6% | -96.6% | +16.6% |
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