+3,231.7%
CLS vs SAP
+446.1%
+2,785.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | +4.6% | -2.9% | +7.5% | +6.4% |
| 30D | -13.9% | +9.0% | -22.9% | -18.1% |
| 3M | -26.6% | +14.9% | -41.5% | -33.8% |
| 6M | +15.4% | +11.9% | +3.5% | +4.2% |
| YTD | +5.7% | -9.9% | +15.6% | +6.7% |
| 1Y | +41.1% | -19.5% | +60.7% | +51.0% |
| 3Y | +1,228.6% | +61.8% | +1,166.8% | +878.9% |
| 5Y | +3,240.6% | +56.2% | +3,184.5% | +2,364.7% |
| 10Y | +2,760.3% | +180.6% | +2,579.7% | +1,383.0% |
| All | +3,231.7% | +446.1% | +2,785.6% | +883.7% |
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