+80.7%
SAP vs CNC
-5.8%
+86.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.3% |
| 7D | +0.6% | +2.2% | -1.6% | +0.4% |
| 30D | +6.5% | +1.6% | +5.0% | +6.4% |
| 3M | +12.2% | +7.9% | +4.3% | +11.6% |
| 6M | +46.1% | +21.2% | +24.9% | +43.9% |
| YTD | -1.6% | +73.2% | -74.8% | -5.7% |
| 1Y | -5.1% | +97.5% | -102.6% | -10.1% |
| 3Y | +68.4% | -1.2% | +69.6% | +70.5% |
| All | +80.7% | -5.8% | +86.6% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling