+2,233.8%
SAP vs CPB
+123.9%
+2,109.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | 0.0% |
| 7D | -2.9% | -8.6% | +5.7% | -0.8% |
| 30D | +9.0% | -7.2% | +16.3% | +10.9% |
| 3M | +14.9% | +0.9% | +14.1% | +14.5% |
| 6M | +11.9% | -11.8% | +23.7% | +15.0% |
| YTD | -9.9% | -19.4% | +9.5% | -5.6% |
| 1Y | -19.5% | -30.4% | +10.8% | -12.8% |
| 3Y | +61.8% | -40.2% | +102.0% | +78.2% |
| 5Y | +56.2% | -39.5% | +95.7% | +68.7% |
| 10Y | +180.6% | -47.4% | +228.0% | +202.6% |
| All | +2,233.8% | +123.9% | +2,109.8% | +1,433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling