+3,038.3%
CLS vs SAP
+175.9%
+2,862.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.7% |
| 7D | +20.1% | -0.3% | +20.4% | +20.4% |
| 30D | +6.0% | +0.3% | +5.8% | +5.6% |
| 3M | -10.3% | +16.9% | -27.2% | -19.8% |
| 6M | +24.5% | +6.3% | +18.2% | +16.6% |
| YTD | +12.9% | -12.4% | +25.3% | +18.1% |
| 1Y | +36.7% | -21.6% | +58.3% | +52.6% |
| 3Y | +1,328.1% | +54.8% | +1,273.3% | +964.5% |
| 5Y | +3,682.3% | +56.2% | +3,626.2% | +2,619.4% |
| 10Y | +3,038.3% | +179.0% | +2,859.2% | +1,493.9% |
| All | +3,038.3% | +175.9% | +2,862.4% | +1,493.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling