+222.9%
SAP vs CNP
+142.6%
+80.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.6% | -4.3% | +5.9% | +2.8% |
| 30D | +10.5% | +5.7% | +4.8% | +8.5% |
| 3M | +15.2% | +0.9% | +14.2% | +14.5% |
| 6M | +36.7% | -1.1% | +37.7% | +36.4% |
| YTD | -0.6% | +8.3% | -8.8% | -3.9% |
| 1Y | -4.1% | +5.9% | -10.0% | -6.7% |
| 3Y | +73.2% | +64.6% | +8.6% | +44.7% |
| 5Y | +74.1% | +74.6% | -0.5% | +41.8% |
| 10Y | +222.9% | +139.8% | +83.1% | +105.2% |
| All | +222.9% | +142.6% | +80.4% | +105.2% |
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