+75.7%
SAP vs CNH
-11.0%
+86.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -2.5% | +6.7% | -9.1% | -3.7% |
| 30D | +7.5% | +7.2% | +0.2% | +5.9% |
| 3M | +11.6% | +17.5% | -5.9% | +7.5% |
| 6M | +37.6% | +15.0% | +22.7% | +32.3% |
| YTD | -2.0% | +36.8% | -38.7% | -11.0% |
| 1Y | -6.4% | +27.6% | -34.0% | -13.6% |
| 3Y | +67.7% | +34.3% | +33.4% | +45.2% |
| 5Y | +75.7% | -12.2% | +88.0% | +66.7% |
| All | +75.7% | -11.0% | +86.7% | +66.7% |
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