+176.2%
SAP vs CP
+219.6%
-43.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -0.3% | +2.4% | -2.7% | -1.3% |
| 30D | +2.6% | -0.5% | +3.1% | +2.8% |
| 3M | +16.3% | +1.4% | +14.8% | +15.4% |
| 6M | +6.4% | +10.3% | -3.9% | +1.3% |
| YTD | -11.4% | +24.3% | -35.7% | -21.0% |
| 1Y | -20.4% | +20.4% | -40.9% | -28.1% |
| 3Y | +56.5% | +21.8% | +34.7% | +38.0% |
| 5Y | +56.8% | +31.5% | +25.3% | +30.5% |
| 10Y | +176.2% | +223.2% | -47.0% | +51.7% |
| All | +176.2% | +219.6% | -43.4% | +51.7% |
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