+224.0%
SAP vs CP
+255.2%
-31.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | +1.5% | +2.8% | -1.3% | +0.3% |
| 30D | +8.8% | +11.0% | -2.2% | +4.0% |
| 3M | +12.1% | +3.8% | +8.2% | +10.2% |
| 6M | +34.6% | +9.5% | +25.1% | +29.0% |
| YTD | -2.1% | +28.2% | -30.3% | -13.9% |
| 1Y | -5.5% | +33.0% | -38.5% | -18.4% |
| 3Y | +67.4% | +35.5% | +31.9% | +40.4% |
| 5Y | +74.6% | +25.8% | +48.8% | +49.0% |
| 10Y | +224.0% | +250.7% | -26.7% | +75.6% |
| All | +224.0% | +255.2% | -31.2% | +75.6% |
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