+229.3%
SAP vs CRS
+882.2%
-652.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.3% |
| 7D | -2.5% | +4.4% | -6.8% | -3.3% |
| 30D | +7.5% | -19.1% | +26.6% | +10.8% |
| 3M | +11.6% | -43.2% | +54.9% | +23.0% |
| 6M | +37.6% | -28.9% | +66.5% | +43.4% |
| YTD | -2.0% | -3.0% | +1.0% | -5.2% |
| 1Y | -6.4% | -5.3% | -1.1% | -9.2% |
| 3Y | +67.7% | +363.5% | -295.8% | +10.4% |
| 5Y | +75.7% | +858.2% | -782.4% | -5.2% |
| 10Y | +229.3% | +862.9% | -633.6% | +61.8% |
| All | +229.3% | +882.2% | -652.9% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling