+41.3%
SAP vs CB
+15.2%
+26.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.8% |
| 7D | +4.0% | +2.6% | +1.5% | +2.6% |
| 30D | +15.7% | +11.2% | +4.5% | +9.1% |
| 3M | +23.4% | +5.7% | +17.7% | +19.5% |
| 6M | +41.3% | +15.9% | +25.3% | +34.2% |
| All | +41.3% | +15.2% | +26.1% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling