+177.0%
SAP vs CNP
+137.5%
+39.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | +9.0% | -1.8% | +10.8% | +9.5% |
| 3M | +14.9% | -4.6% | +19.6% | +16.4% |
| 6M | +11.9% | -8.8% | +20.7% | +14.6% |
| YTD | -9.9% | +5.2% | -15.1% | -12.0% |
| 1Y | -19.5% | +8.3% | -27.8% | -22.2% |
| 3Y | +61.8% | +54.9% | +6.9% | +38.0% |
| 5Y | +56.2% | +73.5% | -17.3% | +27.5% |
| All | +177.0% | +137.5% | +39.4% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling