+56.4%
SAP vs CF
+227.0%
-170.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.9% |
| 7D | -2.9% | +6.0% | -8.9% | -3.0% |
| 30D | +9.0% | +14.8% | -5.8% | +8.8% |
| 3M | +14.9% | +14.1% | +0.9% | +14.7% |
| 6M | +11.9% | +28.5% | -16.6% | +10.8% |
| YTD | -9.9% | +74.9% | -84.9% | -12.3% |
| 1Y | -19.5% | +61.7% | -81.2% | -21.3% |
| 3Y | +61.8% | +80.3% | -18.5% | +55.9% |
| All | +56.4% | +227.0% | -170.6% | +33.8% |
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