+179.9%
SAP vs CARR
+394.0%
-214.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.6% | +3.5% | -2.9% | -0.1% |
| 30D | +6.5% | +0.4% | +6.2% | +6.4% |
| 3M | +12.2% | -14.1% | +26.3% | +15.7% |
| 6M | +46.1% | -16.7% | +62.8% | +50.3% |
| YTD | -1.6% | +4.2% | -5.8% | -5.3% |
| 1Y | -5.1% | -0.2% | -4.9% | -7.7% |
| 3Y | +68.4% | +10.9% | +57.5% | +54.9% |
| 5Y | +79.4% | +3.9% | +75.5% | +61.5% |
| All | +179.9% | +394.0% | -214.1% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling