+80.7%
SAP vs CPB
-33.2%
+114.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | +0.6% | -1.6% | +2.2% | +0.8% |
| 30D | +6.5% | +19.2% | -12.7% | +4.7% |
| 3M | +12.2% | -0.9% | +13.2% | +12.0% |
| 6M | +46.1% | +15.2% | +30.8% | +44.6% |
| YTD | -1.6% | -13.1% | +11.5% | -1.8% |
| 1Y | -5.1% | -22.4% | +17.3% | -5.1% |
| 3Y | +68.4% | -35.3% | +103.7% | +66.4% |
| All | +80.7% | -33.2% | +114.0% | +76.4% |
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