-6.4%
SAP vs CB
+29.6%
-36.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.6% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +11.1% | +9.1% | +2.0% | +8.7% |
| 3M | +17.0% | +3.4% | +13.6% | +15.8% |
| 6M | +34.8% | +14.1% | +20.7% | +33.9% |
| YTD | -2.2% | +18.0% | -20.2% | -3.2% |
| 1Y | -6.4% | +30.1% | -36.6% | -6.8% |
| All | -6.4% | +29.6% | -36.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling