+34.8%
SAP vs CNH
+10.5%
+24.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.7% |
| 30D | +11.1% | -7.2% | +18.3% | +10.7% |
| 3M | +17.0% | +6.5% | +10.5% | +18.6% |
| 6M | +34.8% | +7.9% | +27.0% | +37.5% |
| All | +34.8% | +10.5% | +24.3% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling