+236.6%
SAP vs CP
+257.3%
-20.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +0.6% | +2.1% | -1.5% | -0.3% |
| 30D | +6.5% | +9.3% | -2.8% | +2.5% |
| 3M | +12.2% | +0.5% | +11.8% | +12.0% |
| 6M | +46.1% | +10.4% | +35.6% | +39.5% |
| YTD | -1.6% | +28.7% | -30.3% | -13.6% |
| 1Y | -5.1% | +33.2% | -38.3% | -18.0% |
| 3Y | +68.4% | +38.4% | +29.9% | +39.8% |
| 5Y | +79.4% | +26.2% | +53.2% | +53.0% |
| All | +236.6% | +257.3% | -20.8% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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