+214.8%
SAP vs CF
+561.7%
-346.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | +11.1% | +4.3% | +6.8% | +10.4% |
| 3M | +17.0% | +2.8% | +14.2% | +16.2% |
| 6M | +34.8% | +0.6% | +34.2% | +33.8% |
| YTD | -2.2% | +56.6% | -58.9% | -10.8% |
| 1Y | -6.4% | +49.6% | -56.1% | -14.1% |
| 3Y | +75.1% | +61.5% | +13.7% | +55.8% |
| 5Y | +69.8% | +124.0% | -54.1% | +33.7% |
| All | +214.8% | +561.7% | -346.9% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling