+74.1%
SAP vs CL
+41.6%
+32.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +10.5% | +11.6% | -1.0% | +7.4% |
| 3M | +15.2% | +5.6% | +9.6% | +13.4% |
| 6M | +36.7% | +13.2% | +23.5% | +32.6% |
| YTD | -0.6% | +26.9% | -27.5% | -6.4% |
| 1Y | -4.1% | +27.3% | -31.5% | -9.9% |
| 3Y | +73.2% | +39.7% | +33.5% | +52.3% |
| 5Y | +74.1% | +41.3% | +32.8% | +46.0% |
| All | +74.1% | +41.6% | +32.5% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling