+2,233.8%
SAP vs CAH
+3,261.6%
-1,027.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.9% | +5.4% | -8.3% | -4.4% |
| 30D | +9.0% | +3.3% | +5.7% | +7.8% |
| 3M | +14.9% | +22.8% | -7.8% | +7.9% |
| 6M | +11.9% | +11.3% | +0.6% | +7.8% |
| YTD | -9.9% | +21.1% | -31.0% | -15.8% |
| 1Y | -19.5% | +67.2% | -86.8% | -32.4% |
| 3Y | +61.8% | +195.6% | -133.8% | +12.7% |
| 5Y | +56.2% | +413.8% | -357.7% | -9.8% |
| 10Y | +180.6% | +309.6% | -129.0% | +61.8% |
| All | +2,233.8% | +3,261.6% | -1,027.8% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling