-70.5%
CBRS vs SAP
+49.1%
-119.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.2% | -10.3% | -3.7% |
| 7D | -18.4% | +1.3% | -19.7% | -17.6% |
| 30D | -49.4% | +15.5% | -65.0% | -45.0% |
| 3M | -59.6% | +22.8% | -82.4% | -54.1% |
| All | -70.5% | +49.1% | -119.6% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · Available span rolling