+732.7%
CLS vs SAP
+75.3%
+657.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +2.1% |
| 7D | -22.2% | -0.7% | -21.5% | -22.2% |
| 30D | -44.4% | +11.1% | -55.5% | -47.2% |
| 3M | -34.3% | +17.0% | -51.3% | -39.5% |
| 6M | -50.1% | +34.8% | -84.9% | -57.7% |
| YTD | -30.1% | -2.2% | -27.9% | -26.0% |
| 1Y | -39.3% | -6.4% | -32.9% | -33.5% |
| 3Y | +732.7% | +75.1% | +657.6% | +370.2% |
| All | +732.7% | +75.3% | +657.4% | +370.2% |
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