+171.3%
SAP vs CNC
+96.8%
+74.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.8% |
| 7D | -5.1% | -3.9% | -1.3% | -4.6% |
| 30D | -1.8% | +0.8% | -2.6% | -2.0% |
| 3M | +20.9% | +0.1% | +20.8% | +20.6% |
| 6M | +7.0% | +79.7% | -72.7% | -2.3% |
| YTD | -13.7% | +58.9% | -72.7% | -20.3% |
| 1Y | -19.6% | +109.1% | -128.7% | -29.4% |
| 3Y | +52.4% | 0.0% | +52.4% | +46.4% |
| 5Y | +54.4% | +9.5% | +44.9% | +43.1% |
| All | +171.3% | +96.8% | +74.5% | +130.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling