+70.8%
SAP vs CB
+101.1%
-30.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.4% |
| 3M | +17.0% | +3.4% | +13.6% | +15.9% |
| 6M | +34.8% | +14.1% | +20.7% | +30.2% |
| YTD | -2.2% | +18.0% | -20.2% | -6.8% |
| 1Y | -6.4% | +30.1% | -36.6% | -13.3% |
| 3Y | +75.1% | +71.8% | +3.4% | +47.2% |
| All | +70.8% | +101.1% | -30.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling