+70.8%
SAP vs CPB
-31.3%
+102.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -4.0% |
| 7D | -0.7% | +8.0% | -8.7% | -1.4% |
| 30D | +11.1% | +22.4% | -11.3% | +9.0% |
| 3M | +17.0% | +2.5% | +14.5% | +16.4% |
| 6M | +34.8% | +12.2% | +22.6% | +33.6% |
| YTD | -2.2% | -12.8% | +10.6% | -2.5% |
| 1Y | -6.4% | -19.2% | +12.7% | -6.6% |
| 3Y | +75.1% | -35.6% | +110.7% | +73.1% |
| All | +70.8% | -31.3% | +102.1% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling