+179.0%
SAP vs CRS
+1,345.8%
-1,166.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -0.5% | +0.3% | -0.2% |
| 30D | +0.3% | -18.1% | +18.4% | +4.1% |
| 3M | +16.9% | -12.4% | +29.3% | +18.9% |
| 6M | +6.3% | +15.9% | -9.6% | +1.4% |
| YTD | -12.4% | +45.8% | -58.2% | -20.7% |
| 1Y | -21.6% | +87.8% | -109.4% | -33.4% |
| 3Y | +54.8% | +648.7% | -593.9% | -5.7% |
| 5Y | +56.2% | +1,416.6% | -1,360.5% | -21.3% |
| 10Y | +179.0% | +1,412.7% | -1,233.6% | +25.3% |
| All | +179.0% | +1,345.8% | -1,166.7% | +25.3% |
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