+43.1%
CLBK vs SBAC
-43.9%
+87.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +7.8% | +3.2% | +4.5% | +7.2% |
| 3M | +23.9% | -5.1% | +28.9% | +24.7% |
| 6M | +42.3% | -2.1% | +44.4% | +41.9% |
| YTD | +65.4% | -0.5% | +65.9% | +64.1% |
| 1Y | +70.3% | +1.1% | +69.2% | +68.3% |
| 3Y | +54.5% | -7.4% | +61.9% | +53.2% |
| 5Y | +43.1% | -44.3% | +87.4% | +44.6% |
| All | +43.1% | -43.9% | +87.1% | +44.6% |
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 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