+39.9%
CL vs SBAC
-40.3%
+80.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | +1.3% | +1.2% | +0.1% | +1.1% |
| 30D | +11.4% | +11.2% | +0.2% | +8.7% |
| 3M | +4.4% | +4.5% | 0.0% | +3.2% |
| 6M | +10.8% | -12.2% | +22.9% | +13.3% |
| YTD | +25.1% | -0.1% | +25.3% | +24.0% |
| 1Y | +28.0% | -0.3% | +28.2% | +26.8% |
| 3Y | +37.6% | -8.7% | +46.3% | +38.5% |
| All | +39.9% | -40.3% | +80.2% | +54.9% |
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