-29.6%
CLS vs SBAC
+2.4%
-32.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.8% | -14.9% | -8.0% |
| 7D | -21.1% | +5.8% | -26.9% | -20.2% |
| 30D | -38.2% | +20.8% | -59.0% | -36.5% |
| 3M | -36.3% | +4.8% | -41.1% | -35.4% |
| 6M | -43.8% | -9.1% | -34.7% | -42.8% |
| YTD | -20.0% | +3.1% | -23.1% | -15.1% |
| 1Y | -29.6% | +2.2% | -31.8% | -23.8% |
| All | -29.6% | +2.4% | -32.0% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling