+214.8%
SAP vs CL
+74.1%
+140.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.3% |
| 7D | -0.7% | +1.3% | -2.0% | -1.1% |
| 30D | +11.1% | +11.4% | -0.3% | +6.7% |
| 3M | +17.0% | +4.4% | +12.6% | +15.1% |
| 6M | +34.8% | +10.8% | +24.1% | +29.7% |
| YTD | -2.2% | +25.1% | -27.4% | -10.6% |
| 1Y | -6.4% | +28.0% | -34.4% | -15.3% |
| 3Y | +75.1% | +37.6% | +37.5% | +49.6% |
| 5Y | +69.8% | +39.7% | +30.1% | +42.5% |
| All | +214.8% | +74.1% | +140.8% | +138.8% |
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