+18.8%
CPB vs SBAC
+2,207.9%
-2,189.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | +8.0% | +1.2% | +6.8% | +7.9% |
| 30D | +22.4% | +11.2% | +11.2% | +21.7% |
| 3M | +2.5% | +4.5% | -1.9% | +2.2% |
| 6M | +12.2% | -12.2% | +24.4% | +12.9% |
| YTD | -12.8% | -0.1% | -12.7% | -13.0% |
| 1Y | -19.2% | -0.3% | -18.9% | -19.3% |
| 3Y | -35.6% | -8.7% | -26.8% | -35.5% |
| 5Y | -31.4% | -40.2% | +8.7% | -30.2% |
| 10Y | -37.9% | +97.3% | -135.3% | -40.0% |
| All | +18.8% | +2,207.9% | -2,189.1% | -7.1% |
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