+2,542.1%
SAP vs CL
+2,052.0%
+490.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +4.0% | +5.9% | -1.9% | +1.6% |
| 30D | +15.7% | +13.8% | +2.0% | +9.5% |
| 3M | +23.4% | +6.4% | +17.0% | +20.0% |
| 6M | +41.3% | +15.6% | +25.6% | +32.6% |
| YTD | +2.0% | +27.9% | -25.9% | -8.8% |
| 1Y | -5.1% | +31.4% | -36.5% | -16.2% |
| 3Y | +82.1% | +41.4% | +40.8% | +52.7% |
| 5Y | +77.2% | +42.8% | +34.4% | +46.5% |
| 10Y | +233.6% | +79.7% | +154.0% | +144.1% |
| All | +2,542.1% | +2,052.0% | +490.0% | +670.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling