+83.5%
CRL vs SBAC
+2.4%
+81.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.8% | -13.1% | -6.8% |
| 7D | -12.8% | +5.8% | -18.6% | -12.3% |
| 30D | +5.0% | +20.8% | -15.8% | +6.1% |
| 3M | +39.4% | +4.8% | +34.6% | +40.1% |
| 6M | +89.4% | -9.1% | +98.5% | +90.2% |
| YTD | +63.6% | +3.1% | +60.5% | +66.9% |
| 1Y | +83.5% | +2.2% | +81.3% | +88.2% |
| All | +83.5% | +2.4% | +81.1% | +88.2% |
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