-4.1%
SAP vs CRL
+111.4%
-115.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.1% |
| 7D | +1.6% | +4.4% | -2.7% | +0.9% |
| 30D | +10.5% | +17.1% | -6.5% | +7.3% |
| 3M | +15.2% | +32.1% | -16.9% | +9.1% |
| 6M | +36.7% | +98.9% | -62.2% | +18.5% |
| YTD | -0.6% | +77.1% | -77.7% | -8.7% |
| All | -4.1% | +111.4% | -115.5% | -15.4% |
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 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