+67.4%
CLBK vs SBAC
+26.3%
+41.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | +9.1% | +6.9% | +2.2% | +7.7% |
| 3M | +27.7% | -8.2% | +35.9% | +29.6% |
| 6M | +40.8% | -1.6% | +42.5% | +40.1% |
| YTD | +66.4% | -0.1% | +66.5% | +64.7% |
| 1Y | +72.4% | -0.5% | +72.8% | +70.5% |
| 3Y | +50.7% | -9.1% | +59.7% | +49.9% |
| 5Y | +42.9% | -43.8% | +86.7% | +54.9% |
| All | +67.4% | +26.3% | +41.0% | +53.1% |
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 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