+56.4%
SAP vs CNH
+11.5%
+44.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.6% |
| 7D | -2.9% | +23.3% | -26.2% | -6.8% |
| 30D | +9.0% | +33.5% | -24.4% | +2.8% |
| 3M | +14.9% | +32.7% | -17.8% | +8.2% |
| 6M | +11.9% | +22.2% | -10.3% | +6.5% |
| YTD | -9.9% | +57.7% | -67.6% | -20.1% |
| 1Y | -19.5% | +28.0% | -47.5% | -24.8% |
| 3Y | +61.8% | +11.5% | +50.3% | +53.1% |
| All | +56.4% | +11.5% | +44.9% | +38.1% |
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