-1.6%
CVS vs SBAC
-11.7%
+10.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | +12.0% | -2.8% | +14.7% | +11.7% |
| 30D | +2.8% | +3.1% | -0.4% | +2.9% |
| 3M | -3.6% | +5.1% | -8.7% | -3.5% |
| 6M | -1.6% | -11.4% | +9.8% | +2.2% |
| All | -1.6% | -11.7% | +10.1% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling