+76.3%
CL vs SBAC
+97.3%
-21.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +0.5% | +3.0% | -2.4% | -0.3% |
| 30D | +11.6% | +4.3% | +7.3% | +10.2% |
| 3M | +5.6% | +4.1% | +1.5% | +4.1% |
| 6M | +13.2% | -11.6% | +24.8% | +16.4% |
| YTD | +26.9% | +0.4% | +26.6% | +24.9% |
| 1Y | +27.3% | -1.1% | +28.4% | +25.8% |
| 3Y | +39.7% | -7.3% | +47.0% | +38.9% |
| 5Y | +41.3% | -40.8% | +82.1% | +58.6% |
| 10Y | +76.3% | +103.0% | -26.7% | +31.8% |
| All | +76.3% | +97.3% | -21.0% | +31.8% |
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