-5.9%
SAP vs CL
+33.4%
-39.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.9% | +3.3% |
| 7D | +1.3% | +7.7% | -6.4% | -0.7% |
| 30D | +15.5% | +15.2% | +0.3% | +11.3% |
| 3M | +22.8% | +7.3% | +15.4% | +20.3% |
| 6M | +42.5% | +17.0% | +25.5% | +38.5% |
| YTD | +0.5% | +28.0% | -27.4% | -1.3% |
| 1Y | -5.9% | +32.1% | -38.1% | -8.0% |
| All | -5.9% | +33.4% | -39.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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