+5,631.2%
CRS vs SBAC
+2,208.1%
+3,423.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | -16.6% | +6.9% | -23.6% | -17.6% |
| 3M | -3.5% | -8.2% | +4.8% | -2.4% |
| 6M | +15.4% | -1.6% | +17.1% | +14.6% |
| YTD | +51.2% | -0.1% | +51.3% | +49.4% |
| 1Y | +98.3% | -0.5% | +98.8% | +95.7% |
| 3Y | +651.5% | -9.1% | +660.6% | +643.1% |
| 5Y | +1,411.1% | -43.8% | +1,454.9% | +1,517.6% |
| 10Y | +1,424.3% | +80.5% | +1,343.8% | +1,212.8% |
| All | +5,631.2% | +2,208.1% | +3,423.0% | +3,195.8% |
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