+801.7%
CRS vs SBAC
+114.8%
+686.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.0% |
| 7D | +4.8% | +0.6% | +4.1% | +4.6% |
| 30D | -23.2% | +5.5% | -28.7% | -24.2% |
| 3M | -45.5% | +3.1% | -48.6% | -46.0% |
| 6M | -33.1% | -7.0% | -26.1% | -32.6% |
| YTD | -7.2% | +0.5% | -7.7% | -8.8% |
| 1Y | -10.0% | +0.2% | -10.3% | -11.5% |
| 3Y | +332.3% | -7.4% | +339.7% | +322.0% |
| 5Y | +801.9% | -39.7% | +841.6% | +893.5% |
| All | +801.7% | +114.8% | +686.9% | +711.3% |
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