-64.8%
CSGP vs SBAC
-43.7%
-21.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | +2.3% | +6.9% | -4.6% | 0.0% |
| 3M | -8.2% | -8.2% | +0.1% | -5.6% |
| 6M | -35.1% | -1.6% | -33.4% | -35.3% |
| YTD | -54.0% | -0.1% | -53.9% | -54.6% |
| 1Y | -65.3% | -0.5% | -64.9% | -65.8% |
| 3Y | -62.6% | -9.1% | -53.5% | -62.7% |
| All | -64.8% | -43.7% | -21.1% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling