+80.7%
SAP vs CRS
+800.5%
-719.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.7% |
| 7D | +0.6% | +4.8% | -4.1% | -0.1% |
| 30D | +6.5% | -23.2% | +29.7% | +10.0% |
| 3M | +12.2% | -45.5% | +57.7% | +22.2% |
| 6M | +46.1% | -33.1% | +79.2% | +51.8% |
| YTD | -1.6% | -7.2% | +5.6% | -4.8% |
| 1Y | -5.1% | -10.0% | +4.9% | -7.8% |
| 3Y | +68.4% | +332.3% | -264.0% | +13.1% |
| All | +80.7% | +800.5% | -719.8% | +2.0% |
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