+826.6%
CRS vs SBAC
-41.3%
+867.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | +7.4% | -3.4% | +10.8% | +7.9% |
| 30D | -21.2% | +2.6% | -23.8% | -21.6% |
| 3M | -43.3% | +2.6% | -45.9% | -43.6% |
| 6M | -29.4% | -11.5% | -17.9% | -28.2% |
| YTD | -4.7% | -1.6% | -3.0% | -5.0% |
| 1Y | -9.6% | -5.1% | -4.5% | -9.2% |
| 3Y | +355.5% | -9.3% | +364.8% | +348.1% |
| 5Y | +826.6% | -41.0% | +867.5% | +916.4% |
| All | +826.6% | -41.3% | +867.9% | +916.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling