+74.6%
SAP vs CB
+103.6%
-29.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +8.8% | +8.2% | +0.6% | +6.4% |
| 3M | +12.1% | +6.3% | +5.8% | +10.1% |
| 6M | +34.6% | +16.2% | +18.4% | +29.3% |
| YTD | -2.1% | +19.3% | -21.4% | -7.0% |
| 1Y | -5.5% | +29.2% | -34.8% | -12.3% |
| 3Y | +67.4% | +71.4% | -4.0% | +40.9% |
| 5Y | +74.6% | +104.2% | -29.7% | +34.9% |
| All | +74.6% | +103.6% | -29.1% | +34.9% |
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 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