-10.0%
CRM vs SAP
-5.6%
-4.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | -1.3% |
| 7D | -6.2% | +1.3% | -7.5% | -7.2% |
| 30D | -1.2% | +15.5% | -16.7% | -12.1% |
| 3M | +19.1% | +22.8% | -3.7% | +1.7% |
| 6M | +23.0% | +42.5% | -19.5% | -5.5% |
| YTD | -13.7% | +0.5% | -14.2% | -19.8% |
| 1Y | -10.0% | -5.9% | -4.0% | -12.3% |
| All | -10.0% | -5.6% | -4.4% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling