-2.5%
CLX vs SBAC
+76.8%
-79.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.5% | -0.1% | -3.5% | -3.5% |
| 30D | -11.9% | +3.2% | -15.1% | -12.6% |
| 3M | -2.6% | -5.1% | +2.4% | -1.6% |
| 6M | -18.2% | -2.1% | -16.1% | -18.3% |
| YTD | -5.9% | -0.5% | -5.4% | -6.7% |
| 1Y | -23.8% | +1.1% | -25.0% | -24.8% |
| 3Y | -33.6% | -7.4% | -26.1% | -33.8% |
| 5Y | -35.7% | -44.3% | +8.7% | -28.1% |
| 10Y | -2.5% | +77.6% | -80.1% | -23.4% |
| All | -2.5% | +76.8% | -79.3% | -23.4% |
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