+133.6%
CCL vs SAP
+69.7%
+63.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | +13.1% | +6.5% | +6.6% | +10.0% |
| 3M | +3.4% | +12.2% | -8.9% | -2.0% |
| 6M | +18.7% | +46.1% | -27.4% | -1.3% |
| YTD | -2.3% | -1.6% | -0.6% | -2.5% |
| 1Y | +14.2% | -5.1% | +19.3% | +16.6% |
| 3Y | +133.6% | +68.4% | +65.2% | +72.2% |
| All | +133.6% | +69.7% | +63.9% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling