+156.3%
SAP vs CARR
+441.9%
-285.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -2.9% | +1.6% | -4.5% | -3.2% |
| 30D | +9.0% | -8.7% | +17.8% | +11.1% |
| 3M | +14.9% | -12.6% | +27.5% | +17.5% |
| 6M | +11.9% | -1.5% | +13.4% | +10.3% |
| YTD | -9.9% | +14.3% | -24.2% | -14.8% |
| 1Y | -19.5% | -4.6% | -15.0% | -20.5% |
| 3Y | +61.8% | +7.3% | +54.5% | +51.0% |
| 5Y | +56.2% | +11.6% | +44.5% | +38.3% |
| All | +156.3% | +441.9% | -285.6% | +87.5% |
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