+235.4%
SAP vs CNC
+173.4%
+61.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -3.9% | -5.3% | +1.4% | -3.1% |
| 30D | +6.5% | +2.0% | +4.5% | +6.1% |
| 3M | +14.7% | +4.8% | +9.9% | +13.7% |
| 6M | +39.9% | +18.5% | +21.5% | +36.0% |
| YTD | -2.0% | +70.8% | -72.7% | -10.6% |
| 1Y | -6.0% | +94.1% | -100.1% | -16.1% |
| 3Y | +67.7% | -2.2% | +69.9% | +62.8% |
| 5Y | +78.8% | -7.4% | +86.2% | +73.2% |
| All | +235.4% | +173.4% | +61.9% | +179.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling