+257.6%
CP vs SBAC
+97.3%
+160.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +2.8% | +3.0% | -0.2% | +1.9% |
| 30D | +11.3% | +4.3% | +7.0% | +9.8% |
| 3M | +2.9% | +4.1% | -1.3% | +1.3% |
| 6M | +9.8% | -11.6% | +21.4% | +13.0% |
| YTD | +28.5% | +0.4% | +28.2% | +26.1% |
| 1Y | +33.5% | -1.1% | +34.6% | +31.5% |
| 3Y | +31.9% | -7.3% | +39.2% | +29.5% |
| 5Y | +25.5% | -40.8% | +66.3% | +42.2% |
| 10Y | +257.6% | +103.0% | +154.6% | +223.9% |
| All | +257.6% | +97.3% | +160.3% | +223.9% |
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