-19.5%
SAP vs CNC
+129.2%
-148.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.9% |
| 7D | -2.9% | +3.5% | -6.4% | -2.9% |
| 30D | +9.0% | +0.1% | +8.9% | +9.0% |
| 3M | +14.9% | +6.9% | +8.0% | +15.0% |
| 6M | +11.9% | +49.0% | -37.1% | +12.7% |
| YTD | -9.9% | +62.9% | -72.8% | -8.6% |
| 1Y | -19.5% | +134.0% | -153.5% | -18.3% |
| All | -19.5% | +129.2% | -148.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling