+80.7%
SAP vs CRL
-12.1%
+92.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +6.5% | +11.9% | -5.4% | +3.7% |
| 3M | +12.2% | +20.2% | -7.9% | +7.5% |
| 6M | +46.1% | +107.5% | -61.5% | +24.3% |
| YTD | -1.6% | +69.4% | -71.0% | -13.0% |
| 1Y | -5.1% | +99.7% | -104.8% | -19.0% |
| 3Y | +68.4% | +98.8% | -30.4% | +35.8% |
| All | +80.7% | -12.1% | +92.8% | +79.3% |
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