+56.4%
SAP vs CPB
-39.5%
+95.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.6% |
| 7D | -2.9% | -8.6% | +5.7% | -2.2% |
| 30D | +9.0% | -7.2% | +16.3% | +9.6% |
| 3M | +14.9% | +0.9% | +14.1% | +15.0% |
| 6M | +11.9% | -11.8% | +23.7% | +12.4% |
| YTD | -9.9% | -19.4% | +9.5% | -9.3% |
| 1Y | -19.5% | -30.4% | +10.8% | -18.8% |
| 3Y | +61.8% | -40.2% | +102.0% | +61.6% |
| All | +56.4% | -39.5% | +95.9% | +54.1% |
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