+10.4%
CCL vs SAP
-5.9%
+16.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -0.3% | -3.9% | +3.5% | +0.4% |
| 30D | +10.3% | +6.5% | +3.8% | +8.9% |
| 3M | +6.6% | +14.7% | -8.1% | +3.8% |
| 6M | +20.0% | +39.9% | -19.9% | +11.8% |
| YTD | -1.9% | -2.0% | +0.1% | -8.4% |
| 1Y | +10.4% | -6.0% | +16.4% | +6.4% |
| All | +10.4% | -5.9% | +16.4% | +6.4% |
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