+56.4%
SAP vs CRL
-35.5%
+91.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | +9.0% | +10.7% | -1.6% | +6.8% |
| 3M | +14.9% | +55.3% | -40.3% | +4.9% |
| 6M | +11.9% | +60.7% | -48.8% | +0.9% |
| YTD | -9.9% | +44.6% | -54.5% | -17.1% |
| 1Y | -19.5% | +77.7% | -97.3% | -29.2% |
| 3Y | +61.8% | +37.6% | +24.2% | +44.8% |
| All | +56.4% | -35.5% | +91.9% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling