+236.6%
SAP vs CB
+250.2%
-13.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +0.6% | +2.9% | -2.3% | -0.5% |
| 30D | +6.5% | +7.3% | -0.8% | +3.8% |
| 3M | +12.2% | +9.4% | +2.8% | +8.5% |
| 6M | +46.1% | +19.6% | +26.4% | +36.6% |
| YTD | -1.6% | +21.5% | -23.1% | -8.9% |
| 1Y | -5.1% | +28.0% | -33.1% | -13.9% |
| 3Y | +68.4% | +74.9% | -6.5% | +33.4% |
| 5Y | +79.4% | +108.1% | -28.7% | +30.2% |
| All | +236.6% | +250.2% | -13.6% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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