+661.7%
SAP vs CF
+4,965.4%
-4,303.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +5.1% |
| 7D | +1.3% | -6.9% | +8.2% | +2.6% |
| 30D | +15.5% | -3.7% | +19.3% | +16.3% |
| 3M | +22.8% | -5.0% | +27.7% | +23.4% |
| 6M | +42.5% | -10.5% | +52.9% | +44.0% |
| YTD | +0.5% | +46.5% | -46.0% | -9.5% |
| 1Y | -5.9% | +34.8% | -40.8% | -13.9% |
| 3Y | +79.5% | +46.7% | +32.8% | +58.0% |
| 5Y | +75.3% | +112.0% | -36.7% | +35.6% |
| 10Y | +228.9% | +529.7% | -300.8% | +84.3% |
| All | +661.7% | +4,965.4% | -4,303.7% | +126.2% |
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