-42.1%
CPB vs SBAC
+111.6%
-153.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -5.8% | -2.7% | -3.1% | -5.2% |
| 30D | +16.5% | +3.3% | +13.2% | +15.6% |
| 3M | -1.1% | +3.3% | -4.4% | -2.0% |
| 6M | +11.5% | -10.9% | +22.4% | +14.0% |
| YTD | -15.7% | -1.0% | -14.8% | -16.4% |
| 1Y | -24.7% | -4.5% | -20.2% | -24.6% |
| 3Y | -37.3% | -8.7% | -28.6% | -37.2% |
| 5Y | -35.0% | -40.6% | +5.5% | -29.3% |
| All | -42.1% | +111.6% | -153.7% | -53.2% |
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 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