+67.8%
SAP vs CPB
-36.4%
+104.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -2.5% | -4.1% | +1.6% | -2.0% |
| 30D | +7.5% | +16.9% | -9.5% | +5.7% |
| 3M | +11.6% | -0.6% | +12.2% | +11.4% |
| 6M | +37.6% | +11.4% | +26.2% | +36.7% |
| YTD | -2.0% | -14.8% | +12.9% | -2.6% |
| 1Y | -6.4% | -24.8% | +18.4% | -7.3% |
| All | +67.8% | -36.4% | +104.2% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling