+75.1%
SAP vs CB
+71.5%
+3.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.7% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +11.1% | +9.1% | +2.0% | +9.0% |
| 3M | +17.0% | +3.4% | +13.6% | +16.1% |
| 6M | +34.8% | +14.1% | +20.7% | +31.7% |
| YTD | -2.2% | +18.0% | -20.2% | -5.3% |
| 1Y | -6.4% | +30.1% | -36.6% | -11.3% |
| 3Y | +75.1% | +71.8% | +3.4% | +61.9% |
| All | +75.1% | +71.5% | +3.6% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling