+368.9%
CRL vs SBAC
+97.3%
+271.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | +4.4% | +3.0% | +1.4% | +2.9% |
| 30D | +17.1% | +4.3% | +12.8% | +14.6% |
| 3M | +32.1% | +4.1% | +27.9% | +28.9% |
| 6M | +98.9% | -11.6% | +110.5% | +105.8% |
| YTD | +77.1% | +0.4% | +76.8% | +70.1% |
| 1Y | +110.3% | -1.1% | +111.4% | +103.3% |
| 3Y | +108.5% | -7.3% | +115.8% | +101.0% |
| 5Y | -7.9% | -40.8% | +32.9% | +10.2% |
| 10Y | +368.9% | +103.0% | +266.0% | +356.1% |
| All | +368.9% | +97.3% | +271.7% | +356.1% |
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