+223.2%
CP vs SBAC
+76.8%
+146.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -0.5% | +3.2% | -3.8% | -1.5% |
| 3M | +1.4% | -5.1% | +6.5% | +2.6% |
| 6M | +10.3% | -2.1% | +12.4% | +9.5% |
| YTD | +24.3% | -0.5% | +24.8% | +22.6% |
| 1Y | +20.4% | +1.1% | +19.3% | +18.0% |
| 3Y | +21.8% | -7.4% | +29.2% | +19.5% |
| 5Y | +31.5% | -44.3% | +75.8% | +52.6% |
| 10Y | +223.2% | +77.6% | +145.7% | +187.3% |
| All | +223.2% | +76.8% | +146.4% | +187.3% |
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 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