+75.1%
SAP vs CNP
+60.3%
+14.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -4.2% |
| 7D | -0.7% | -4.2% | +3.5% | -0.4% |
| 30D | +11.1% | +5.5% | +5.6% | +10.5% |
| 3M | +17.0% | +0.6% | +16.5% | +16.8% |
| 6M | +34.8% | -2.8% | +37.7% | +34.9% |
| YTD | -2.2% | +7.9% | -10.1% | -3.8% |
| 1Y | -6.4% | +6.7% | -13.1% | -7.8% |
| 3Y | +75.1% | +61.1% | +14.0% | +68.3% |
| All | +75.1% | +60.3% | +14.9% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling