-19.5%
SAP vs CARR
-3.6%
-16.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.8% |
| 7D | -2.9% | +1.6% | -4.5% | -2.8% |
| 30D | +9.0% | -8.7% | +17.8% | +7.9% |
| 3M | +14.9% | -12.6% | +27.5% | +13.3% |
| 6M | +11.9% | -1.5% | +13.4% | +10.4% |
| YTD | -9.9% | +14.3% | -24.2% | -12.5% |
| 1Y | -19.5% | -4.6% | -15.0% | -20.3% |
| All | -19.5% | -3.6% | -16.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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