+2,435.9%
SAP vs CAH
+3,673.0%
-1,237.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.8% |
| 7D | +1.5% | +9.4% | -7.9% | -1.2% |
| 30D | +8.8% | +16.5% | -7.7% | +3.9% |
| 3M | +12.1% | +17.0% | -4.9% | +6.7% |
| 6M | +34.6% | +51.4% | -16.8% | +18.4% |
| YTD | -2.1% | +36.0% | -38.1% | -11.8% |
| 1Y | -5.5% | +36.0% | -41.6% | -14.9% |
| 3Y | +67.4% | +177.5% | -110.0% | +19.2% |
| 5Y | +74.6% | +509.2% | -434.6% | -4.3% |
| 10Y | +224.0% | +408.1% | -184.1% | +75.2% |
| All | +2,435.9% | +3,673.0% | -1,237.2% | +669.2% |
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