+231.7%
CTVA vs SBAC
-1.0%
+232.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | +11.9% | +6.9% | +5.0% | +10.0% |
| 3M | +13.7% | -8.2% | +21.9% | +15.7% |
| 6M | +13.1% | -1.6% | +14.8% | +12.3% |
| YTD | +32.0% | -0.1% | +32.1% | +30.1% |
| 1Y | +22.1% | -0.5% | +22.5% | +20.4% |
| 3Y | +77.5% | -9.1% | +86.6% | +76.2% |
| 5Y | +106.3% | -43.8% | +150.1% | +131.9% |
| All | +231.7% | -1.0% | +232.7% | +237.9% |
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