+2,953.7%
CLS vs SBAC
+83.0%
+2,870.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.2% |
| 7D | +5.0% | -5.3% | +10.2% | +5.7% |
| 30D | +4.8% | +0.4% | +4.4% | +4.8% |
| 3M | -10.4% | -11.9% | +1.5% | -9.1% |
| 6M | +20.8% | -4.5% | +25.3% | +20.4% |
| YTD | +10.0% | -4.3% | +14.4% | +9.4% |
| 1Y | +28.5% | -3.9% | +32.4% | +27.7% |
| 3Y | +1,292.2% | -11.0% | +1,303.2% | +1,255.1% |
| 5Y | +3,616.8% | -44.1% | +3,660.9% | +3,987.3% |
| All | +2,953.7% | +83.0% | +2,870.7% | +2,797.0% |
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