-39.5%
CPB vs SBAC
-43.7%
+4.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -8.6% | -0.8% | -7.8% | -8.5% |
| 30D | -7.2% | +6.9% | -14.2% | -8.4% |
| 3M | +0.9% | -8.2% | +9.1% | +2.3% |
| 6M | -11.8% | -1.6% | -10.2% | -11.9% |
| YTD | -19.4% | -0.1% | -19.3% | -19.8% |
| 1Y | -30.4% | -0.5% | -29.9% | -30.7% |
| 3Y | -40.2% | -9.1% | -31.1% | -39.8% |
| All | -39.5% | -43.7% | +4.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling