+1,506.1%
CRL vs SBAC
+337.9%
+1,168.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +4.4% | +3.0% | +1.4% | +3.9% |
| 30D | +17.1% | +4.3% | +12.8% | +16.3% |
| 3M | +32.1% | +4.1% | +27.9% | +31.1% |
| 6M | +98.9% | -11.6% | +110.5% | +101.0% |
| YTD | +77.1% | +0.4% | +76.8% | +75.2% |
| 1Y | +110.3% | -1.1% | +111.4% | +108.4% |
| 3Y | +108.5% | -7.3% | +115.8% | +107.3% |
| 5Y | -7.9% | -40.8% | +32.9% | -3.3% |
| 10Y | +368.9% | +103.0% | +266.0% | +335.2% |
| All | +1,506.1% | +337.9% | +1,168.2% | +1,470.9% |
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