-5.9%
SAP vs CNP
+8.7%
-14.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +3.4% |
| 7D | +1.3% | -1.3% | +2.6% | +1.0% |
| 30D | +15.5% | +8.7% | +6.8% | +17.5% |
| 3M | +22.8% | -0.7% | +23.5% | +22.1% |
| 6M | +42.5% | -4.2% | +46.6% | +41.1% |
| YTD | +0.5% | +8.9% | -8.3% | +4.7% |
| 1Y | -5.9% | +8.3% | -14.3% | -2.0% |
| All | -5.9% | +8.7% | -14.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1y: compounded portfolio wealth divided by compounded CNP 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…
1y analysis · Full analysis span regression · 6 months rolling