+5.6%
CVS vs SAP
-5.6%
+11.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.2% | -16.8% | -12.1% |
| 7D | -11.1% | +1.3% | -12.4% | -10.8% |
| 30D | -7.4% | +15.5% | -23.0% | -6.4% |
| 3M | -22.9% | +22.8% | -45.7% | -21.7% |
| 6M | -1.2% | +42.5% | -43.7% | +1.2% |
| YTD | +3.9% | +0.5% | +3.3% | +10.5% |
| 1Y | +5.6% | -5.9% | +11.5% | +14.5% |
| All | +5.6% | -5.6% | +11.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling