+22.8%
CCL vs SBAC
-40.3%
+63.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +3.1% | +1.2% | +1.9% | +2.8% |
| 30D | +13.7% | +11.2% | +2.5% | +10.0% |
| 3M | +3.8% | +4.5% | -0.6% | +2.2% |
| 6M | +9.3% | -12.2% | +21.4% | +12.8% |
| YTD | -1.1% | -0.1% | -1.0% | -2.5% |
| 1Y | +14.6% | -0.3% | +14.8% | +13.0% |
| 3Y | +146.4% | -8.7% | +155.1% | +141.8% |
| All | +22.8% | -40.3% | +63.2% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling