+70.8%
SAP vs CNH
-14.7%
+85.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.6% |
| 7D | -0.7% | -1.7% | +1.0% | -0.4% |
| 30D | +11.1% | -7.2% | +18.3% | +12.4% |
| 3M | +17.0% | +6.5% | +10.5% | +14.7% |
| 6M | +34.8% | +7.9% | +27.0% | +31.1% |
| YTD | -2.2% | +26.6% | -28.8% | -9.9% |
| 1Y | -6.4% | +13.8% | -20.2% | -11.5% |
| 3Y | +75.1% | +9.2% | +65.9% | +60.5% |
| All | +70.8% | -14.7% | +85.5% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling