+1,434.2%
CRL vs SBAC
+335.7%
+1,098.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.7% | +8.1% |
| 7D | -6.1% | +1.2% | -7.3% | -6.3% |
| 30D | +12.4% | +11.2% | +1.2% | +10.7% |
| 3M | +27.1% | +4.5% | +22.7% | +26.1% |
| 6M | +85.7% | -12.2% | +97.9% | +87.8% |
| YTD | +69.2% | -0.1% | +69.3% | +67.5% |
| 1Y | +97.5% | -0.3% | +97.8% | +95.5% |
| 3Y | +86.1% | -8.7% | +94.8% | +85.4% |
| 5Y | -10.0% | -40.2% | +30.1% | -5.7% |
| 10Y | +395.0% | +97.3% | +297.6% | +360.5% |
| All | +1,434.2% | +335.7% | +1,098.4% | +1,401.4% |
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