+2,439.8%
SAP vs CHD
+8,726.4%
-6,286.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +7.5% | +12.2% | -4.7% | +3.3% |
| 3M | +11.6% | +9.3% | +2.3% | +8.2% |
| 6M | +37.6% | +24.3% | +13.4% | +27.9% |
| YTD | -2.0% | +34.9% | -36.8% | -11.9% |
| 1Y | -6.4% | +32.7% | -39.1% | -15.5% |
| 3Y | +67.7% | +29.4% | +38.3% | +50.3% |
| 5Y | +75.7% | +31.7% | +44.0% | +54.1% |
| 10Y | +229.3% | +191.7% | +37.7% | +109.5% |
| All | +2,439.8% | +8,726.4% | -6,286.6% | +443.1% |
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