-6.4%
SAP vs CRL
+101.9%
-108.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -2.5% | +5.0% | -7.5% | -3.1% |
| 30D | +7.5% | +13.5% | -6.1% | +4.8% |
| 3M | +11.6% | +21.5% | -9.9% | +7.3% |
| 6M | +37.6% | +103.4% | -65.8% | +18.2% |
| YTD | -2.0% | +71.8% | -73.7% | -9.5% |
| 1Y | -6.4% | +97.5% | -103.9% | -16.3% |
| All | -6.4% | +101.9% | -108.3% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling