+1,211.4%
CRL vs SBAC
+335.8%
+875.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | +55.3% | -8.2% | +63.5% | +56.5% |
| 6M | +60.7% | -1.6% | +62.3% | +59.9% |
| YTD | +44.6% | -0.1% | +44.7% | +43.5% |
| 1Y | +77.7% | -0.5% | +78.2% | +76.4% |
| 3Y | +37.6% | -9.1% | +46.7% | +37.5% |
| 5Y | -35.8% | -43.8% | +8.0% | -32.1% |
| 10Y | +241.7% | +80.5% | +161.2% | +221.3% |
| All | +1,211.4% | +335.8% | +875.6% | +1,186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling