+61.1%
CNP vs SBAC
-10.4%
+71.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.1% |
| 7D | -4.2% | +1.2% | -5.4% | -4.5% |
| 30D | +5.5% | +11.2% | -5.6% | +2.8% |
| 3M | +0.6% | +4.5% | -3.9% | -0.7% |
| 6M | -2.8% | -12.2% | +9.3% | -0.2% |
| YTD | +7.9% | -0.1% | +8.0% | +6.8% |
| 1Y | +6.7% | -0.3% | +6.9% | +5.6% |
| 3Y | +61.1% | -8.7% | +69.9% | +62.3% |
| All | +61.1% | -10.4% | +71.5% | +62.3% |
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 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