+369.3%
CLX vs SBAC
+2,219.2%
-1,849.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +17.4% | +3.0% | +14.4% | +17.2% |
| 30D | +27.8% | +4.3% | +23.5% | +27.5% |
| 3M | +3.0% | +4.1% | -1.1% | +2.8% |
| 6M | +17.5% | -11.6% | +29.1% | +18.2% |
| YTD | +10.0% | +0.4% | +9.6% | +9.7% |
| 1Y | +3.3% | -1.1% | +4.4% | +3.1% |
| 3Y | -10.1% | -7.3% | -2.9% | -10.1% |
| 5Y | -23.7% | -40.8% | +17.0% | -22.4% |
| 10Y | +24.9% | +103.0% | -78.1% | +21.4% |
| All | +369.3% | +2,219.2% | -1,849.9% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling