+229.3%
SAP vs CNP
+142.1%
+87.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +7.5% | +5.0% | +2.4% | +5.7% |
| 3M | +11.6% | +2.7% | +9.0% | +10.5% |
| 6M | +37.6% | -1.9% | +39.5% | +37.7% |
| YTD | -2.0% | +8.8% | -10.7% | -5.3% |
| 1Y | -6.4% | +5.6% | -12.0% | -8.8% |
| 3Y | +67.7% | +63.2% | +4.5% | +40.5% |
| 5Y | +75.7% | +73.8% | +2.0% | +43.4% |
| 10Y | +229.3% | +144.0% | +85.3% | +113.0% |
| All | +229.3% | +142.1% | +87.2% | +113.0% |
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 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