+39.4%
CL vs SBAC
-7.1%
+46.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.6% | +3.6% | -1.1% | +1.8% |
| 30D | +11.8% | +4.9% | +6.9% | +10.5% |
| 3M | +5.9% | +6.5% | -0.6% | +4.2% |
| 6M | +13.3% | -11.1% | +24.4% | +15.6% |
| YTD | +27.1% | +0.9% | +26.2% | +26.1% |
| 1Y | +28.0% | -1.6% | +29.6% | +27.8% |
| 3Y | +39.4% | -7.0% | +46.4% | +42.5% |
| All | +39.4% | -7.1% | +46.5% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling