+2,233.8%
SAP vs CHD
+7,665.0%
-5,431.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.9% | -2.7% | -0.2% | -2.0% |
| 30D | +9.0% | -4.6% | +13.6% | +10.7% |
| 3M | +14.9% | +5.0% | +9.9% | +13.1% |
| 6M | +11.9% | -3.2% | +15.1% | +12.9% |
| YTD | -9.9% | +18.6% | -28.5% | -15.5% |
| 1Y | -19.5% | +4.8% | -24.4% | -21.4% |
| 3Y | +61.8% | +6.1% | +55.7% | +54.8% |
| 5Y | +56.2% | +24.0% | +32.2% | +39.5% |
| 10Y | +180.6% | +124.5% | +56.2% | +95.5% |
| All | +2,233.8% | +7,665.0% | -5,431.3% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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