-14.0%
SBAC vs CAI
-14.7%
+0.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.6% |
| 7D | +0.6% | -8.7% | +9.3% | +1.0% |
| 30D | +5.5% | -23.8% | +29.3% | +6.5% |
| 3M | +3.1% | +3.9% | -0.8% | +2.6% |
| 6M | -7.0% | +56.8% | -63.9% | -9.2% |
| YTD | +0.5% | -14.6% | +15.1% | -1.2% |
| 1Y | +0.2% | -5.2% | +5.4% | -1.9% |
| All | -14.0% | -14.7% | +0.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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