+56.8%
SAP vs CAH
+400.8%
-344.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.2% |
| 7D | -0.3% | +0.5% | -0.7% | -0.3% |
| 30D | +2.6% | +1.7% | +0.9% | +2.2% |
| 3M | +16.3% | +17.9% | -1.6% | +12.8% |
| 6M | +6.4% | +10.9% | -4.6% | +4.3% |
| YTD | -11.4% | +17.9% | -29.3% | -14.6% |
| 1Y | -20.4% | +61.7% | -82.1% | -29.2% |
| 3Y | +56.5% | +183.7% | -127.2% | +21.5% |
| 5Y | +56.8% | +401.3% | -344.5% | +0.9% |
| All | +56.8% | +400.8% | -344.0% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling