+952.9%
SAP vs CNC
+5,893.3%
-4,940.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.1% |
| 7D | +0.6% | +2.2% | -1.6% | +0.2% |
| 30D | +6.5% | +1.6% | +5.0% | +6.1% |
| 3M | +12.2% | +7.9% | +4.3% | +10.6% |
| 6M | +46.1% | +21.2% | +24.9% | +40.9% |
| YTD | -1.6% | +73.2% | -74.8% | -11.6% |
| 1Y | -5.1% | +97.5% | -102.6% | -16.7% |
| 3Y | +68.4% | -1.2% | +69.6% | +59.6% |
| 5Y | +79.4% | -6.1% | +85.5% | +69.6% |
| 10Y | +230.5% | +181.3% | +49.2% | +148.1% |
| All | +952.9% | +5,893.3% | -4,940.4% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling