+29.0%
CLBK vs SBAC
-39.3%
+68.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.9% | +3.6% | -0.8% | +2.3% |
| 30D | +5.4% | +4.9% | +0.5% | +4.5% |
| 3M | +5.8% | +6.5% | -0.7% | +4.5% |
| 6M | +28.9% | -11.1% | +40.0% | +31.2% |
| YTD | +61.8% | +0.9% | +60.9% | +60.0% |
| 1Y | +63.1% | -1.6% | +64.7% | +62.0% |
| 3Y | +55.3% | -7.0% | +62.3% | +53.9% |
| All | +29.0% | -39.3% | +68.4% | +32.1% |
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