+73.3%
CRL vs SBAC
-0.2%
+73.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +5.0% | +3.2% | +1.7% | +5.1% |
| 3M | +50.6% | -5.1% | +55.6% | +51.1% |
| 6M | +60.9% | -2.1% | +63.0% | +62.0% |
| YTD | +40.7% | -0.5% | +41.3% | +42.4% |
| 1Y | +73.3% | +1.1% | +72.2% | +78.8% |
| All | +73.3% | -0.2% | +73.5% | +78.8% |
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