+70.8%
SAP vs CF
+120.6%
-49.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.6% |
| 30D | +11.1% | +4.3% | +6.8% | +11.1% |
| 3M | +17.0% | +2.8% | +14.2% | +17.0% |
| 6M | +34.8% | +0.6% | +34.2% | +34.7% |
| YTD | -2.2% | +56.6% | -58.9% | -4.6% |
| 1Y | -6.4% | +49.6% | -56.1% | -8.5% |
| 3Y | +75.1% | +61.5% | +13.7% | +69.2% |
| All | +70.8% | +120.6% | -49.8% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling