+61.2%
CLBK vs SBAC
+25.2%
+36.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | +2.5% | -2.7% | +5.2% | +3.0% |
| 30D | +3.7% | +3.3% | +0.4% | +3.0% |
| 3M | -3.3% | +3.3% | -6.6% | -4.1% |
| 6M | +29.6% | -10.9% | +40.6% | +32.0% |
| YTD | +60.3% | -1.0% | +61.2% | +58.6% |
| 1Y | +63.4% | -4.5% | +67.9% | +62.9% |
| 3Y | +53.8% | -8.7% | +62.6% | +52.8% |
| 5Y | +29.0% | -40.6% | +69.6% | +37.8% |
| All | +61.2% | +25.2% | +36.0% | +47.4% |
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