-5.5%
SAP vs CNH
+27.3%
-32.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.8% | -1.8% |
| 7D | +1.5% | +4.5% | -3.0% | +1.8% |
| 30D | +8.8% | +7.6% | +1.2% | +9.4% |
| 3M | +12.1% | +17.0% | -4.9% | +13.9% |
| 6M | +34.6% | +12.9% | +21.6% | +37.1% |
| YTD | -2.1% | +34.3% | -36.4% | -3.7% |
| 1Y | -5.5% | +28.5% | -34.1% | -6.5% |
| All | -5.5% | +27.3% | -32.9% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling