+229.3%
SAP vs CL
+84.6%
+144.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.5% | -0.8% | -1.7% | -2.2% |
| 30D | +7.5% | +9.5% | -2.1% | +3.8% |
| 3M | +11.6% | +6.8% | +4.9% | +8.8% |
| 6M | +37.6% | +14.3% | +23.3% | +30.9% |
| YTD | -2.0% | +27.0% | -28.9% | -10.8% |
| 1Y | -6.4% | +26.3% | -32.6% | -14.8% |
| 3Y | +67.7% | +39.3% | +28.4% | +42.6% |
| 5Y | +75.7% | +41.5% | +34.2% | +46.7% |
| 10Y | +229.3% | +84.1% | +145.2% | +145.0% |
| All | +229.3% | +84.6% | +144.7% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling