+1,929.4%
CLS vs SAP
+231.4%
+1,698.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.4% |
| 7D | +2.8% | -2.5% | +5.2% | +3.9% |
| 30D | -30.1% | +7.5% | -37.6% | -33.3% |
| 3M | -21.7% | +11.6% | -33.4% | -27.4% |
| 6M | -36.2% | +37.6% | -73.9% | -48.8% |
| YTD | -17.8% | -2.0% | -15.9% | -20.1% |
| 1Y | -26.8% | -6.4% | -20.4% | -26.6% |
| 3Y | +853.4% | +67.7% | +785.7% | +573.6% |
| 5Y | +2,005.0% | +75.7% | +1,929.3% | +1,304.0% |
| 10Y | +1,929.4% | +229.3% | +1,700.1% | +831.4% |
| All | +1,929.4% | +231.4% | +1,698.0% | +831.4% |
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 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