-20.4%
SAP vs CPB
-31.9%
+11.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.1% |
| 7D | -0.3% | -8.2% | +8.0% | +1.7% |
| 30D | +2.6% | -5.6% | +8.2% | +3.7% |
| 3M | +16.3% | +3.0% | +13.3% | +15.4% |
| 6M | +6.4% | -12.7% | +19.1% | +7.4% |
| YTD | -11.4% | -18.0% | +6.6% | -9.9% |
| 1Y | -20.4% | -31.7% | +11.3% | -15.8% |
| All | -20.4% | -31.9% | +11.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CPB 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling