-4.5%
CRS vs SBAC
+2.4%
-6.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -0.9% |
| 7D | +4.3% | +5.8% | -1.5% | +5.0% |
| 30D | -25.5% | +20.8% | -46.3% | -24.1% |
| 3M | -48.7% | +4.8% | -53.5% | -48.2% |
| 6M | -31.6% | -9.1% | -22.5% | -30.8% |
| YTD | -7.0% | +3.1% | -10.1% | -0.3% |
| 1Y | -4.5% | +2.2% | -6.7% | +2.0% |
| All | -4.5% | +2.4% | -6.9% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling