+371.3%
CCL vs SAP
+2,432.7%
-2,061.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.9% |
| 7D | +3.1% | -0.7% | +3.8% | +3.3% |
| 30D | +13.7% | +11.1% | +2.6% | +9.6% |
| 3M | +3.8% | +17.0% | -13.2% | -2.0% |
| 6M | +9.3% | +34.8% | -25.6% | -2.7% |
| YTD | -1.1% | -2.2% | +1.1% | -2.7% |
| 1Y | +14.6% | -6.4% | +21.0% | +14.4% |
| 3Y | +146.4% | +75.1% | +71.3% | +98.6% |
| 5Y | +21.9% | +69.8% | -48.0% | +0.3% |
| 10Y | -29.4% | +219.8% | -249.3% | -51.0% |
| All | +371.3% | +2,432.7% | -2,061.5% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling