+179.0%
SAP vs CAH
+295.7%
-116.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.3% | -2.2% | +2.0% | +0.3% |
| 30D | +0.3% | +1.2% | -0.9% | -0.1% |
| 3M | +16.9% | +13.1% | +3.8% | +13.6% |
| 6M | +6.3% | +8.5% | -2.1% | +4.1% |
| YTD | -12.4% | +17.6% | -30.0% | -16.3% |
| 1Y | -21.6% | +60.7% | -82.3% | -31.0% |
| 3Y | +54.8% | +183.2% | -128.4% | +17.3% |
| 5Y | +56.2% | +402.2% | -346.0% | +0.8% |
| 10Y | +179.0% | +302.3% | -123.3% | +74.3% |
| All | +179.0% | +295.7% | -116.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling