+5,718.0%
CP vs SBAC
+2,208.1%
+3,509.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | +0.2% | +6.9% | -6.8% | -0.7% |
| 3M | +2.6% | -8.2% | +10.8% | +3.6% |
| 6M | +6.0% | -1.6% | +7.6% | +5.6% |
| YTD | +24.9% | -0.1% | +25.1% | +24.2% |
| 1Y | +20.1% | -0.5% | +20.6% | +19.4% |
| 3Y | +16.4% | -9.1% | +25.5% | +16.2% |
| 5Y | +31.7% | -43.8% | +75.5% | +39.1% |
| 10Y | +223.9% | +80.5% | +143.3% | +196.3% |
| All | +5,718.0% | +2,208.1% | +3,509.9% | +3,859.2% |
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