+244.3%
CRL vs SBAC
+76.8%
+167.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +5.0% | +3.2% | +1.7% | +3.6% |
| 3M | +50.6% | -5.1% | +55.6% | +52.3% |
| 6M | +60.9% | -2.1% | +63.0% | +58.4% |
| YTD | +40.7% | -0.5% | +41.3% | +36.7% |
| 1Y | +73.3% | +1.1% | +72.2% | +66.7% |
| 3Y | +40.6% | -7.4% | +48.0% | +36.3% |
| 5Y | -37.0% | -44.3% | +7.4% | -22.1% |
| 10Y | +244.3% | +77.6% | +166.7% | +228.9% |
| All | +244.3% | +76.8% | +167.5% | +228.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling