+105.1%
CTVA vs SBAC
-44.9%
+150.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | +11.1% | +3.9% | +7.2% | +10.3% |
| 3M | +13.2% | -8.2% | +21.4% | +14.7% |
| 6M | +8.7% | -2.8% | +11.5% | +8.4% |
| YTD | +27.3% | -1.5% | +28.8% | +26.3% |
| 1Y | +18.0% | 0.0% | +18.0% | +16.7% |
| 3Y | +76.5% | -8.4% | +84.9% | +75.6% |
| 5Y | +105.1% | -43.5% | +148.6% | +112.7% |
| All | +105.1% | -44.9% | +150.0% | +112.7% |
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 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