+67.3%
CSGP vs SBAC
+97.3%
-30.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | -1.8% | +3.0% | -4.8% | -2.9% |
| 30D | +5.3% | +4.3% | +1.0% | +3.5% |
| 3M | +3.3% | +4.1% | -0.8% | +1.4% |
| 6M | -4.7% | -11.6% | +6.9% | -0.6% |
| YTD | -53.5% | +0.4% | -53.9% | -54.5% |
| 1Y | -53.7% | -1.1% | -52.6% | -54.5% |
| 3Y | -59.7% | -7.3% | -52.5% | -60.4% |
| 5Y | -62.5% | -40.8% | -21.7% | -55.7% |
| 10Y | +67.3% | +103.0% | -35.7% | +40.4% |
| All | +67.3% | +97.3% | -30.0% | +40.4% |
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