+41.2%
CRL vs SBAC
-7.2%
+48.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | +10.7% | +6.9% | +3.7% | +9.5% |
| 3M | +55.3% | -8.2% | +63.5% | +57.5% |
| 6M | +60.7% | -1.6% | +62.3% | +60.4% |
| YTD | +44.6% | -0.1% | +44.7% | +43.4% |
| 1Y | +77.7% | -0.5% | +78.2% | +76.3% |
| All | +41.2% | -7.2% | +48.3% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling