+2,432.7%
SAP vs CNP
+925.9%
+1,506.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.9% | -4.4% |
| 7D | -0.7% | -4.2% | +3.5% | 0.0% |
| 30D | +11.1% | +5.5% | +5.6% | +9.9% |
| 3M | +17.0% | +0.6% | +16.5% | +16.7% |
| 6M | +34.8% | -2.8% | +37.7% | +35.2% |
| YTD | -2.2% | +7.9% | -10.1% | -4.0% |
| 1Y | -6.4% | +6.7% | -13.1% | -8.0% |
| 3Y | +75.1% | +61.1% | +14.0% | +59.1% |
| 5Y | +69.8% | +73.0% | -3.1% | +52.0% |
| 10Y | +219.8% | +141.9% | +78.0% | +163.1% |
| All | +2,432.7% | +925.9% | +1,506.9% | +1,799.6% |
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