+5.9%
CLX vs SBAC
-0.1%
+6.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +17.4% | +3.0% | +14.4% | +16.8% |
| 30D | +27.8% | +4.3% | +23.5% | +26.7% |
| 3M | +3.0% | +4.1% | -1.1% | +2.0% |
| 6M | +17.5% | -11.6% | +29.1% | +18.0% |
| YTD | +10.0% | +0.4% | +9.6% | +11.9% |
| All | +5.9% | -0.1% | +6.1% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling