+70.8%
SAP vs CP
+24.4%
+46.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.5% |
| 7D | -0.7% | +2.8% | -3.4% | -1.6% |
| 30D | +11.1% | +10.2% | +0.9% | +7.3% |
| 3M | +17.0% | +2.4% | +14.7% | +16.1% |
| 6M | +34.8% | +7.7% | +27.2% | +31.2% |
| YTD | -2.2% | +26.0% | -28.2% | -11.3% |
| 1Y | -6.4% | +34.6% | -41.1% | -17.7% |
| 3Y | +75.1% | +26.7% | +48.5% | +55.2% |
| All | +70.8% | +24.4% | +46.4% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling