-5.5%
SAP vs CPB
-21.8%
+16.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.2% |
| 7D | +1.5% | +2.9% | -1.4% | +0.8% |
| 30D | +8.8% | +17.6% | -8.8% | +4.3% |
| 3M | +12.1% | +2.0% | +10.0% | +10.9% |
| 6M | +34.6% | +11.6% | +22.9% | +31.2% |
| YTD | -2.1% | -13.8% | +11.7% | -2.3% |
| 1Y | -5.5% | -21.6% | +16.0% | -5.6% |
| All | -5.5% | -21.8% | +16.3% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling