+864.2%
SAP vs CNC
+5,537.6%
-4,673.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.7% |
| 7D | -2.9% | +3.5% | -6.4% | -3.5% |
| 30D | +9.0% | +0.1% | +8.9% | +8.9% |
| 3M | +14.9% | +6.9% | +8.0% | +13.3% |
| 6M | +11.9% | +49.0% | -37.1% | +3.7% |
| YTD | -9.9% | +62.9% | -72.8% | -18.1% |
| 1Y | -19.5% | +134.0% | -153.5% | -31.8% |
| 3Y | +61.8% | +9.4% | +52.4% | +50.4% |
| 5Y | +56.2% | +4.1% | +52.0% | +44.6% |
| 10Y | +180.6% | +95.4% | +85.2% | +123.2% |
| All | +864.2% | +5,537.6% | -4,673.4% | +323.7% |
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