+566.6%
SAP vs CRL
+1,630.9%
-1,064.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.8% | -12.0% | -6.1% |
| 7D | -0.7% | -6.1% | +5.4% | +0.5% |
| 30D | +11.1% | +12.4% | -1.3% | +7.1% |
| 3M | +17.0% | +27.1% | -10.1% | +9.0% |
| 6M | +34.8% | +85.7% | -50.9% | +13.0% |
| YTD | -2.2% | +69.2% | -71.4% | -16.7% |
| 1Y | -6.4% | +97.5% | -104.0% | -23.6% |
| 3Y | +75.1% | +86.1% | -10.9% | +37.0% |
| 5Y | +69.8% | -10.0% | +79.9% | +57.7% |
| 10Y | +219.8% | +395.0% | -175.1% | +83.0% |
| All | +566.6% | +1,630.9% | -1,064.3% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling