+67.8%
SAP vs CF
+66.4%
+1.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.2% |
| 7D | -2.5% | +10.4% | -12.8% | -2.1% |
| 30D | +7.5% | +7.6% | -0.1% | +7.8% |
| 3M | +11.6% | +5.2% | +6.5% | +11.9% |
| 6M | +37.6% | -0.1% | +37.7% | +37.8% |
| YTD | -2.0% | +61.7% | -63.6% | -3.5% |
| 1Y | -6.4% | +50.3% | -56.7% | -7.5% |
| All | +67.8% | +66.4% | +1.4% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling