+137.3%
CTVA vs SBAC
-0.4%
+137.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | -20.8% | +0.6% | -21.4% | -20.8% |
| 30D | -29.6% | +5.5% | -35.1% | -30.5% |
| 3M | -16.9% | +3.1% | -20.0% | -17.7% |
| 6M | -24.3% | -7.0% | -17.2% | -23.3% |
| YTD | -5.6% | +0.5% | -6.1% | -7.2% |
| 1Y | -4.2% | +0.2% | -4.4% | -5.7% |
| 3Y | +43.3% | -7.4% | +50.6% | +41.6% |
| 5Y | +35.7% | -39.7% | +75.4% | +49.1% |
| All | +137.3% | -0.4% | +137.7% | +141.0% |
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