+16.0%
CPB vs SBAC
+2,215.3%
-2,199.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -4.1% | -2.8% | -1.3% | -3.9% |
| 30D | +16.9% | +3.1% | +13.8% | +16.7% |
| 3M | -0.6% | +5.1% | -5.7% | -0.9% |
| 6M | +11.4% | -11.4% | +22.8% | +12.0% |
| YTD | -14.8% | +0.2% | -15.0% | -15.0% |
| 1Y | -24.8% | -3.9% | -20.8% | -24.8% |
| 3Y | -36.6% | -7.7% | -28.9% | -36.6% |
| 5Y | -33.3% | -39.7% | +6.4% | -32.2% |
| 10Y | -40.4% | +111.9% | -152.3% | -42.5% |
| All | +16.0% | +2,215.3% | -2,199.3% | -9.3% |
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