+59.8%
SAP vs CRS
+683.5%
-623.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +9.0% | -16.6% | +25.6% | +11.3% |
| 3M | +14.9% | -3.5% | +18.4% | +14.2% |
| 6M | +11.9% | +15.4% | -3.5% | +7.6% |
| YTD | -9.9% | +51.2% | -61.1% | -17.5% |
| 1Y | -19.5% | +98.3% | -117.8% | -30.6% |
| All | +59.8% | +683.5% | -623.7% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling