+1,323.2%
CRS vs SBAC
+87.1%
+1,236.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.4% | -1.6% |
| 7D | -6.8% | -2.1% | -4.7% | -6.4% |
| 30D | -16.1% | +2.0% | -18.1% | -16.5% |
| 3M | -21.2% | -8.3% | -12.9% | -20.0% |
| 6M | +8.7% | +0.3% | +8.4% | +7.5% |
| YTD | +41.0% | -2.2% | +43.2% | +39.8% |
| 1Y | +82.7% | -4.6% | +87.3% | +82.1% |
| 3Y | +604.8% | -8.3% | +613.1% | +589.0% |
| 5Y | +1,384.7% | -42.8% | +1,427.5% | +1,555.8% |
| All | +1,323.2% | +87.1% | +1,236.1% | +1,309.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling