+1,284.2%
CLS vs SBAC
-8.7%
+1,293.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +0.9% |
| 7D | +20.1% | +0.2% | +19.9% | +20.1% |
| 30D | +6.0% | +3.9% | +2.2% | +6.9% |
| 3M | -10.3% | -8.2% | -2.1% | -11.4% |
| 6M | +24.5% | -2.8% | +27.3% | +24.3% |
| YTD | +12.9% | -1.5% | +14.4% | +13.7% |
| 1Y | +36.7% | 0.0% | +36.7% | +38.4% |
| All | +1,284.2% | -8.7% | +1,293.0% | +1,363.2% |
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