+1,751.5%
CLS vs SBAC
+97.3%
+1,654.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.4% | +7.8% |
| 7D | -10.6% | +3.0% | -13.5% | -10.9% |
| 30D | -38.4% | +4.3% | -42.8% | -38.8% |
| 3M | -29.9% | +4.1% | -34.0% | -30.3% |
| 6M | -40.6% | -11.6% | -29.0% | -39.9% |
| YTD | -24.6% | +0.4% | -25.0% | -25.6% |
| 1Y | -30.8% | -1.1% | -29.7% | -31.4% |
| 3Y | +811.7% | -7.3% | +819.0% | +784.5% |
| 5Y | +1,838.4% | -40.8% | +1,879.2% | +2,011.0% |
| 10Y | +1,751.5% | +103.0% | +1,648.5% | +1,698.4% |
| All | +1,751.5% | +97.3% | +1,654.2% | +1,698.4% |
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