+2,233.8%
SAP vs CRS
+4,572.8%
-2,339.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +9.0% | -16.6% | +25.6% | +14.0% |
| 3M | +14.9% | -3.5% | +18.4% | +14.6% |
| 6M | +11.9% | +15.4% | -3.5% | +5.4% |
| YTD | -9.9% | +51.2% | -61.1% | -21.4% |
| 1Y | -19.5% | +98.3% | -117.8% | -35.5% |
| 3Y | +61.8% | +651.5% | -589.7% | -13.5% |
| 5Y | +56.2% | +1,411.1% | -1,354.9% | -34.4% |
| 10Y | +180.6% | +1,424.3% | -1,243.7% | -0.2% |
| All | +2,233.8% | +4,572.8% | -2,339.1% | +366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling