+374.1%
CLX vs SBAC
+2,232.4%
-1,858.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +13.6% | +3.6% | +10.0% | +13.4% |
| 30D | +29.1% | +4.9% | +24.2% | +28.7% |
| 3M | +1.6% | +6.5% | -4.9% | +1.3% |
| 6M | +18.7% | -11.1% | +29.8% | +19.3% |
| YTD | +11.1% | +0.9% | +10.2% | +10.8% |
| 1Y | +7.0% | -1.6% | +8.6% | +6.9% |
| 3Y | -10.0% | -7.0% | -3.0% | -10.0% |
| 5Y | -22.6% | -39.2% | +16.6% | -21.4% |
| 10Y | +29.3% | +111.4% | -82.0% | +25.5% |
| All | +374.1% | +2,232.4% | -1,858.3% | +334.3% |
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 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