+2,233.8%
SAP vs CNP
+900.9%
+1,332.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | +9.0% | -1.8% | +10.8% | +9.3% |
| 3M | +14.9% | -4.6% | +19.6% | +15.8% |
| 6M | +11.9% | -8.8% | +20.7% | +13.5% |
| YTD | -9.9% | +5.2% | -15.1% | -11.1% |
| 1Y | -19.5% | +8.3% | -27.8% | -21.0% |
| 3Y | +61.8% | +54.9% | +6.9% | +48.2% |
| 5Y | +56.2% | +73.5% | -17.3% | +39.8% |
| 10Y | +180.6% | +139.1% | +41.5% | +131.5% |
| All | +2,233.8% | +900.9% | +1,332.9% | +1,660.0% |
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 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