+5,767.0%
CP vs SBAC
+2,207.9%
+3,559.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | +10.2% | +11.2% | -1.0% | +8.6% |
| 3M | +2.4% | +4.5% | -2.1% | +1.6% |
| 6M | +7.7% | -12.2% | +19.8% | +9.1% |
| YTD | +26.0% | -0.1% | +26.1% | +25.2% |
| 1Y | +34.6% | -0.3% | +34.9% | +33.8% |
| 3Y | +26.7% | -8.7% | +35.4% | +26.4% |
| 5Y | +24.9% | -40.2% | +65.1% | +30.8% |
| 10Y | +258.6% | +97.3% | +161.3% | +224.5% |
| All | +5,767.0% | +2,207.9% | +3,559.1% | +3,888.2% |
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