+582.6%
SAP vs CF
+5,948.3%
-5,365.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.3% |
| 7D | -2.9% | +6.0% | -8.9% | -4.1% |
| 30D | +9.0% | +14.8% | -5.8% | +5.9% |
| 3M | +14.9% | +14.1% | +0.9% | +11.5% |
| 6M | +11.9% | +28.5% | -16.6% | +4.4% |
| YTD | -9.9% | +74.9% | -84.9% | -21.4% |
| 1Y | -19.5% | +61.7% | -81.2% | -28.8% |
| 3Y | +61.8% | +80.3% | -18.5% | +36.8% |
| 5Y | +56.2% | +226.0% | -169.8% | +10.0% |
| 10Y | +180.6% | +569.9% | -389.2% | +55.9% |
| All | +582.6% | +5,948.3% | -5,365.7% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling