+5,793.7%
CRM vs SAP
+634.1%
+5,159.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -2.7% |
| 7D | -3.5% | -0.3% | -3.2% | -3.3% |
| 30D | +29.3% | +2.6% | +26.7% | +27.6% |
| 3M | +36.8% | +16.3% | +20.6% | +23.8% |
| 6M | +23.9% | +6.4% | +17.5% | +19.1% |
| YTD | -5.5% | -11.4% | +5.9% | +2.1% |
| 1Y | -0.4% | -20.4% | +20.0% | +15.3% |
| 3Y | +12.8% | +56.5% | -43.8% | -19.4% |
| 5Y | -3.5% | +56.8% | -60.3% | -32.3% |
| 10Y | +238.4% | +176.2% | +62.3% | +48.8% |
| All | +5,793.7% | +634.1% | +5,159.6% | +952.1% |
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