+32.9%
CVS vs SBAC
-2.7%
+35.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +0.1% |
| 7D | -2.0% | -5.3% | +3.3% | -1.6% |
| 30D | +1.9% | +0.4% | +1.5% | +1.9% |
| 3M | -2.2% | -11.9% | +9.7% | -1.0% |
| 6M | +26.7% | -4.5% | +31.2% | +27.4% |
| YTD | +22.9% | -4.3% | +27.2% | +24.4% |
| 1Y | +32.9% | -3.9% | +36.8% | +33.9% |
| All | +32.9% | -2.7% | +35.6% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling