+214.8%
SAP vs CNH
+116.5%
+98.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.8% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | +11.1% | -7.2% | +18.3% | +12.9% |
| 3M | +17.0% | +6.5% | +10.5% | +13.8% |
| 6M | +34.8% | +7.9% | +27.0% | +29.4% |
| YTD | -2.2% | +26.6% | -28.8% | -11.9% |
| 1Y | -6.4% | +13.8% | -20.2% | -13.1% |
| 3Y | +75.1% | +9.2% | +65.9% | +58.0% |
| 5Y | +69.8% | -15.6% | +85.4% | +62.2% |
| All | +214.8% | +116.5% | +98.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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