+62.4%
SAP vs CRL
+38.0%
+24.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | +9.0% | +10.7% | -1.6% | +7.4% |
| 3M | +14.9% | +55.3% | -40.3% | +7.6% |
| 6M | +11.9% | +60.7% | -48.8% | +4.0% |
| YTD | -9.9% | +44.6% | -54.5% | -15.1% |
| 1Y | -19.5% | +77.7% | -97.3% | -26.2% |
| All | +62.4% | +38.0% | +24.4% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling