+9.8%
CPB vs SBAC
+2,208.1%
-2,198.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.3% |
| 7D | -8.6% | -0.8% | -7.8% | -8.6% |
| 30D | -7.2% | +6.9% | -14.2% | -7.6% |
| 3M | +0.9% | -8.2% | +9.1% | +1.3% |
| 6M | -11.8% | -1.6% | -10.2% | -11.9% |
| YTD | -19.4% | -0.1% | -19.3% | -19.5% |
| 1Y | -30.4% | -0.5% | -29.9% | -30.5% |
| 3Y | -40.2% | -9.1% | -31.1% | -40.1% |
| 5Y | -39.5% | -43.8% | +4.3% | -38.2% |
| 10Y | -47.4% | +80.5% | -127.9% | -48.9% |
| All | +9.8% | +2,208.1% | -2,198.3% | -14.1% |
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