+539.8%
CL vs SBAC
+2,208.1%
-1,668.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | -4.8% | +6.9% | -11.8% | -5.3% |
| 3M | +4.9% | -8.2% | +13.1% | +5.4% |
| 6M | -5.7% | -1.6% | -4.1% | -5.8% |
| YTD | +14.4% | -0.1% | +14.5% | +14.1% |
| 1Y | +8.7% | -0.5% | +9.2% | +8.5% |
| 3Y | +30.0% | -9.1% | +39.0% | +30.1% |
| 5Y | +28.4% | -43.8% | +72.2% | +31.7% |
| 10Y | +50.1% | +80.5% | -30.4% | +45.2% |
| All | +539.8% | +2,208.1% | -1,668.3% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling