+98.8%
CRL vs SBAC
-6.5%
+105.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +11.9% | +5.5% | +6.4% | +11.2% |
| 3M | +20.2% | +3.1% | +17.1% | +19.6% |
| 6M | +107.5% | -7.0% | +114.6% | +109.5% |
| YTD | +69.4% | +0.5% | +68.9% | +68.2% |
| 1Y | +99.7% | +0.2% | +99.5% | +98.4% |
| 3Y | +98.8% | -7.4% | +106.1% | +105.5% |
| All | +98.8% | -6.5% | +105.3% | +105.5% |
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