+40.0%
CVS vs SBAC
+87.1%
-47.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | -2.2% | -2.1% | -0.1% | -1.8% |
| 30D | -0.1% | +2.0% | -2.1% | -0.5% |
| 3M | -5.2% | -8.3% | +3.1% | -3.8% |
| 6M | +26.9% | +0.3% | +26.6% | +25.7% |
| YTD | +22.1% | -2.2% | +24.3% | +21.3% |
| 1Y | +30.8% | -4.6% | +35.4% | +30.7% |
| 3Y | +54.4% | -8.3% | +62.7% | +52.7% |
| 5Y | +33.4% | -42.8% | +76.2% | +46.2% |
| All | +40.0% | +87.1% | -47.1% | +37.3% |
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