+140.6%
CNP vs SBAC
+110.3%
+30.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | +2.5% | -3.4% | +5.8% | +3.7% |
| 30D | +4.0% | +2.6% | +1.4% | +2.8% |
| 3M | +1.6% | +2.6% | -1.0% | +0.1% |
| 6M | -1.7% | -11.5% | +9.8% | +1.7% |
| YTD | +8.6% | -1.6% | +10.3% | +6.6% |
| 1Y | +5.8% | -5.1% | +10.9% | +5.3% |
| 3Y | +63.0% | -9.3% | +72.3% | +61.6% |
| 5Y | +74.7% | -41.0% | +115.6% | +103.8% |
| All | +140.6% | +110.3% | +30.3% | +88.8% |
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 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