+145.9%
SAP vs CARR
+421.5%
-275.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -4.1% | -3.8% | -0.3% | -3.3% |
| 30D | +1.1% | -8.9% | +10.0% | +3.1% |
| 3M | +26.1% | -17.3% | +43.4% | +30.5% |
| 6M | +9.8% | -1.4% | +11.2% | +8.1% |
| YTD | -13.6% | +10.0% | -23.6% | -17.6% |
| 1Y | -18.7% | -6.4% | -12.3% | -19.4% |
| 3Y | +54.1% | +1.5% | +52.6% | +45.7% |
| 5Y | +54.7% | +9.3% | +45.4% | +37.8% |
| All | +145.9% | +421.5% | -275.6% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling