+795.7%
CSGP vs SBAC
+2,281.7%
-1,486.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.8% | -1.8% | +3.1% |
| 7D | +18.3% | +5.8% | +12.5% | +17.2% |
| 30D | +17.8% | +20.8% | -3.0% | +14.1% |
| 3M | +9.3% | +4.8% | +4.5% | +8.3% |
| 6M | -7.9% | -9.1% | +1.2% | -6.7% |
| YTD | -51.5% | +3.1% | -54.6% | -52.1% |
| 1Y | -53.3% | +2.2% | -55.5% | -53.8% |
| 3Y | -57.9% | -8.4% | -49.5% | -57.9% |
| 5Y | -61.3% | -38.6% | -22.7% | -58.9% |
| 10Y | +77.5% | +103.6% | -26.1% | +57.9% |
| All | +795.7% | +2,281.7% | -1,486.1% | +474.1% |
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