+65.2%
CSGP vs SBAC
+93.8%
-28.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -3.9% |
| 7D | +1.3% | +1.2% | 0.0% | +0.8% |
| 30D | +10.7% | +11.2% | -0.5% | +6.0% |
| 3M | +3.3% | +4.5% | -1.2% | +1.3% |
| 6M | -10.3% | -12.2% | +1.8% | -6.3% |
| YTD | -54.6% | -0.1% | -54.4% | -55.4% |
| 1Y | -54.6% | -0.3% | -54.4% | -55.6% |
| 3Y | -60.3% | -8.7% | -51.6% | -60.7% |
| 5Y | -63.3% | -40.2% | -23.1% | -56.9% |
| All | +65.2% | +93.8% | -28.6% | +45.3% |
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 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