+224.0%
SAP vs CRL
+353.6%
-129.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | +1.5% | -1.7% | +3.2% | +1.6% |
| 30D | +8.8% | +14.6% | -5.8% | +4.3% |
| 3M | +12.1% | +24.8% | -12.8% | +4.6% |
| 6M | +34.6% | +94.7% | -60.1% | +10.4% |
| YTD | -2.1% | +73.4% | -75.5% | -17.7% |
| 1Y | -5.5% | +104.7% | -110.2% | -24.3% |
| 3Y | +67.4% | +101.1% | -33.6% | +25.5% |
| 5Y | +74.6% | -10.8% | +85.4% | +69.2% |
| 10Y | +224.0% | +358.8% | -134.8% | +82.4% |
| All | +224.0% | +353.6% | -129.6% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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