+3,269.5%
CLS vs SBAC
-43.7%
+3,313.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +4.6% | -0.8% | +5.4% | +4.6% |
| 30D | -13.9% | +6.9% | -20.8% | -14.0% |
| 3M | -26.6% | -8.2% | -18.3% | -26.3% |
| 6M | +15.4% | -1.6% | +17.1% | +15.2% |
| YTD | +5.7% | -0.1% | +5.8% | +5.4% |
| 1Y | +41.1% | -0.5% | +41.6% | +40.9% |
| 3Y | +1,228.6% | -9.1% | +1,237.7% | +1,205.2% |
| All | +3,269.5% | -43.7% | +3,313.1% | +4,149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling