-5.1%
SAP vs CF
+42.3%
-47.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.7% | +2.2% |
| 7D | +4.0% | +0.4% | +3.6% | +4.1% |
| 30D | +15.7% | +2.2% | +13.5% | +16.1% |
| 3M | +23.4% | +2.1% | +21.3% | +24.0% |
| 6M | +41.3% | -6.5% | +47.8% | +40.7% |
| YTD | +2.0% | +55.6% | -53.6% | +5.3% |
| 1Y | -5.1% | +42.3% | -47.4% | +0.7% |
| All | -5.1% | +42.3% | -47.4% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling