-43.4%
CPB vs SBAC
+78.4%
-121.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -8.0% | +0.2% | -8.2% | -8.1% |
| 30D | -2.4% | +3.9% | -6.3% | -3.3% |
| 3M | +0.5% | -8.2% | +8.7% | +2.3% |
| 6M | -10.5% | -2.8% | -7.7% | -10.5% |
| YTD | -17.5% | -1.5% | -16.0% | -18.0% |
| 1Y | -31.0% | 0.0% | -31.1% | -31.7% |
| 3Y | -40.6% | -8.4% | -32.2% | -40.6% |
| 5Y | -37.7% | -43.5% | +5.8% | -31.3% |
| 10Y | -43.4% | +86.9% | -130.3% | -54.5% |
| All | -43.4% | +78.4% | -121.8% | -54.5% |
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