+732.7%
CLS vs SBAC
-10.4%
+743.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | 0.0% |
| 7D | -22.2% | +1.2% | -23.4% | -21.8% |
| 30D | -44.4% | +11.2% | -55.6% | -42.7% |
| 3M | -34.3% | +4.5% | -38.7% | -33.3% |
| 6M | -50.1% | -12.2% | -37.9% | -50.7% |
| YTD | -30.1% | -0.1% | -30.0% | -28.9% |
| 1Y | -39.3% | -0.3% | -39.1% | -38.5% |
| 3Y | +732.7% | -8.7% | +741.4% | +726.2% |
| All | +732.7% | -10.4% | +743.1% | +726.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling