+17.0%
CCL vs SAP
-4.0%
+21.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.8% |
| 7D | +3.1% | +1.6% | +1.4% | +2.7% |
| 30D | +17.5% | +10.5% | +7.0% | +15.3% |
| 3M | +6.8% | +15.2% | -8.3% | +3.9% |
| 6M | +18.7% | +36.7% | -18.0% | +11.1% |
| YTD | +3.0% | -0.6% | +3.6% | -4.2% |
| All | +17.0% | -4.0% | +21.0% | +10.8% |
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 · 6 months rolling