-12.7%
CLX vs SBAC
-10.4%
-2.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | +13.6% | +1.2% | +12.4% | +13.3% |
| 30D | +23.4% | +11.2% | +12.2% | +20.6% |
| 3M | -2.8% | +4.5% | -7.3% | -3.9% |
| 6M | +14.0% | -12.2% | +26.1% | +16.1% |
| YTD | +4.2% | -0.1% | +4.3% | +4.0% |
| 1Y | -1.2% | -0.3% | -0.9% | -1.3% |
| 3Y | -12.7% | -8.7% | -4.0% | -9.6% |
| All | -12.7% | -10.4% | -2.3% | -9.6% |
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