+3,417.4%
CRS vs SBAC
+2,222.3%
+1,195.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.9% |
| 7D | +4.8% | +0.6% | +4.1% | +4.6% |
| 30D | -23.2% | +5.5% | -28.7% | -24.1% |
| 3M | -45.5% | +3.1% | -48.6% | -46.0% |
| 6M | -33.1% | -7.0% | -26.1% | -32.8% |
| YTD | -7.2% | +0.5% | -7.7% | -8.7% |
| 1Y | -10.0% | +0.2% | -10.3% | -11.5% |
| 3Y | +332.3% | -7.4% | +339.7% | +324.9% |
| 5Y | +801.9% | -39.7% | +841.6% | +851.2% |
| 10Y | +820.9% | +112.5% | +708.4% | +668.9% |
| All | +3,417.4% | +2,222.3% | +1,195.1% | +1,913.5% |
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 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