+258.0%
SAP vs CNH
+64.7%
+193.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -2.0% |
| 7D | -2.9% | +23.3% | -26.2% | -8.5% |
| 30D | +9.0% | +33.5% | -24.4% | +0.3% |
| 3M | +14.9% | +32.7% | -17.8% | +5.5% |
| 6M | +11.9% | +22.2% | -10.3% | +3.8% |
| YTD | -9.9% | +57.7% | -67.6% | -23.0% |
| 1Y | -19.5% | +28.0% | -47.5% | -27.0% |
| 3Y | +61.8% | +11.5% | +50.3% | +47.8% |
| 5Y | +56.2% | +11.9% | +44.3% | +38.7% |
| 10Y | +180.6% | +162.8% | +17.8% | +77.8% |
| All | +258.0% | +64.7% | +193.3% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling