+70.8%
SAP vs CRL
-10.4%
+81.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.8% | -12.0% | -5.6% |
| 7D | -0.7% | -6.1% | +5.4% | +0.2% |
| 30D | +11.1% | +12.4% | -1.3% | +8.0% |
| 3M | +17.0% | +27.1% | -10.1% | +10.8% |
| 6M | +34.8% | +85.7% | -50.9% | +17.5% |
| YTD | -2.2% | +69.2% | -71.4% | -13.5% |
| 1Y | -6.4% | +97.5% | -104.0% | -19.9% |
| 3Y | +75.1% | +86.1% | -10.9% | +44.1% |
| All | +70.8% | -10.4% | +81.1% | +65.8% |
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