+2,439.3%
SAP vs CNP
+933.2%
+1,506.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.9% | +2.5% | -6.3% | -4.3% |
| 30D | +6.5% | +4.0% | +2.5% | +5.7% |
| 3M | +14.7% | +1.6% | +13.0% | +14.2% |
| 6M | +39.9% | -1.7% | +41.6% | +40.0% |
| YTD | -2.0% | +8.6% | -10.6% | -3.9% |
| 1Y | -6.0% | +5.8% | -11.8% | -7.4% |
| 3Y | +67.7% | +63.0% | +4.7% | +52.0% |
| 5Y | +78.8% | +74.7% | +4.1% | +59.8% |
| 10Y | +229.3% | +143.7% | +85.6% | +170.5% |
| All | +2,439.3% | +933.2% | +1,506.2% | +1,802.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling