+2,233.8%
SAP vs CB
+5,335.7%
-3,101.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +9.0% | -3.1% | +12.1% | +10.2% |
| 3M | +14.9% | +9.0% | +6.0% | +11.3% |
| 6M | +11.9% | +2.9% | +9.0% | +10.5% |
| YTD | -9.9% | +10.1% | -20.0% | -13.5% |
| 1Y | -19.5% | +22.8% | -42.3% | -26.0% |
| 3Y | +61.8% | +73.8% | -12.0% | +29.0% |
| 5Y | +56.2% | +99.2% | -43.0% | +16.7% |
| 10Y | +180.6% | +218.2% | -37.6% | +69.2% |
| All | +2,233.8% | +5,335.7% | -3,101.9% | +375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling