+56.4%
SAP vs CL
+28.4%
+28.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.9% | -2.2% | -0.7% | -2.3% |
| 30D | +9.0% | -4.8% | +13.8% | +10.4% |
| 3M | +14.9% | +4.9% | +10.0% | +13.9% |
| 6M | +11.9% | -5.7% | +17.6% | +13.4% |
| YTD | -9.9% | +14.4% | -24.3% | -13.0% |
| 1Y | -19.5% | +8.7% | -28.3% | -21.3% |
| 3Y | +61.8% | +30.0% | +31.8% | +43.7% |
| All | +56.4% | +28.4% | +28.0% | +32.4% |
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