+2,439.3%
SAP vs CAH
+3,691.4%
-1,252.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -3.9% | +3.9% | -7.7% | -5.0% |
| 30D | +6.5% | +16.0% | -9.5% | +1.8% |
| 3M | +14.7% | +19.1% | -4.4% | +8.6% |
| 6M | +39.9% | +53.0% | -13.1% | +22.7% |
| YTD | -2.0% | +36.6% | -38.6% | -11.8% |
| 1Y | -6.0% | +37.4% | -43.4% | -15.6% |
| 3Y | +67.7% | +178.8% | -111.2% | +19.2% |
| 5Y | +78.8% | +498.6% | -419.8% | -1.4% |
| 10Y | +229.3% | +413.1% | -183.8% | +77.5% |
| All | +2,439.3% | +3,691.4% | -1,252.1% | +669.1% |
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