-25.3%
CCL vs SAP
-19.9%
-5.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -0.1% | -0.3% | +0.1% | -0.1% |
| 30D | -20.0% | +2.6% | -22.6% | -20.5% |
| 3M | -13.7% | +16.3% | -29.9% | -17.0% |
| 6M | -9.0% | +6.4% | -15.4% | -12.0% |
| YTD | -22.8% | -11.4% | -11.4% | -25.0% |
| 1Y | -25.3% | -20.4% | -4.9% | -24.4% |
| All | -25.3% | -19.9% | -5.4% | -24.4% |
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