-7.9%
CSGP vs SBAC
-9.0%
+1.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | +1.9% |
| 7D | +18.3% | +5.8% | +12.5% | +15.9% |
| 30D | +17.8% | +20.8% | -3.0% | +9.5% |
| 3M | +9.3% | +4.8% | +4.5% | +7.8% |
| 6M | -7.9% | -9.1% | +1.2% | -1.7% |
| All | -7.9% | -9.0% | +1.1% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling