+5,676.4%
CRM vs SBAC
+4,751.6%
+924.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -5.0% | +0.2% | -5.1% | -5.0% |
| 30D | +23.6% | +3.9% | +19.8% | +21.8% |
| 3M | +39.6% | -8.2% | +47.8% | +44.4% |
| 6M | +23.4% | -2.8% | +26.2% | +22.0% |
| YTD | -7.4% | -1.5% | -5.8% | -9.5% |
| 1Y | -2.3% | 0.0% | -2.3% | -5.4% |
| 3Y | +10.5% | -8.4% | +18.9% | +5.9% |
| 5Y | -4.7% | -43.5% | +38.8% | +12.4% |
| 10Y | +234.7% | +86.9% | +147.8% | +118.8% |
| All | +5,676.4% | +4,751.6% | +924.8% | +1,162.8% |
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 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