+64.2%
CLBK vs SBAC
+24.5%
+39.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -1.5% | +0.2% | -1.6% | -1.5% |
| 30D | +6.7% | +3.9% | +2.8% | +5.9% |
| 3M | +21.2% | -8.2% | +29.3% | +23.0% |
| 6M | +42.0% | -2.8% | +44.8% | +41.6% |
| YTD | +63.3% | -1.5% | +64.8% | +62.0% |
| 1Y | +65.4% | 0.0% | +65.4% | +63.4% |
| 3Y | +52.5% | -8.4% | +60.9% | +51.4% |
| 5Y | +42.0% | -43.5% | +85.5% | +53.6% |
| All | +64.2% | +24.5% | +39.7% | +50.6% |
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