+30.3%
CLX vs SBAC
+111.6%
-81.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | +8.5% | -2.7% | +11.3% | +9.2% |
| 30D | +30.0% | +3.3% | +26.7% | +28.9% |
| 3M | +3.8% | +3.3% | +0.5% | +2.8% |
| 6M | +24.6% | -10.9% | +35.6% | +27.4% |
| YTD | +12.8% | -1.0% | +13.7% | +11.9% |
| 1Y | +8.6% | -4.5% | +13.1% | +8.6% |
| 3Y | -8.6% | -8.7% | +0.1% | -8.6% |
| 5Y | -21.8% | -40.6% | +18.8% | -14.2% |
| All | +30.3% | +111.6% | -81.4% | -0.3% |
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