+56.8%
SAP vs CRS
+1,394.1%
-1,337.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.1% |
| 7D | -0.3% | -3.1% | +2.8% | +0.2% |
| 30D | +2.6% | -19.6% | +22.2% | +6.1% |
| 3M | +16.3% | -8.1% | +24.3% | +16.7% |
| 6M | +6.4% | +18.6% | -12.2% | +1.3% |
| YTD | -11.4% | +45.9% | -57.3% | -19.3% |
| 1Y | -20.4% | +82.5% | -102.9% | -31.3% |
| 3Y | +56.5% | +648.9% | -592.4% | -2.5% |
| 5Y | +56.8% | +1,438.1% | -1,381.3% | -18.2% |
| All | +56.8% | +1,394.1% | -1,337.3% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling