+67.8%
SAP vs CRL
+99.6%
-31.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -3.9% | +8.9% | -12.8% | -4.9% |
| 30D | +6.5% | +14.0% | -7.5% | +4.3% |
| 3M | +14.7% | +19.8% | -5.2% | +11.4% |
| 6M | +39.9% | +102.0% | -62.1% | +25.9% |
| YTD | -2.0% | +70.8% | -72.8% | -9.9% |
| 1Y | -6.0% | +98.7% | -104.7% | -15.2% |
| All | +67.8% | +99.6% | -31.8% | +51.7% |
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