+236.6%
SAP vs CNH
+106.0%
+130.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | +3.0% | -2.4% | -0.3% |
| 30D | +6.5% | -0.6% | +7.1% | +6.3% |
| 3M | +12.2% | +14.6% | -2.4% | +6.9% |
| 6M | +46.1% | +11.8% | +34.3% | +38.6% |
| YTD | -1.6% | +30.4% | -32.0% | -12.3% |
| 1Y | -5.1% | +19.1% | -24.2% | -13.1% |
| 3Y | +68.4% | +30.2% | +38.2% | +43.6% |
| 5Y | +79.4% | -17.8% | +97.2% | +73.1% |
| All | +236.6% | +106.0% | +130.6% | +138.4% |
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