+2,432.7%
SAP vs CPB
+142.3%
+2,290.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.8% |
| 7D | -0.7% | +8.0% | -8.7% | -2.6% |
| 30D | +11.1% | +22.4% | -11.3% | +5.5% |
| 3M | +17.0% | +2.5% | +14.5% | +15.9% |
| 6M | +34.8% | +12.2% | +22.6% | +30.5% |
| YTD | -2.2% | -12.8% | +10.6% | +0.3% |
| 1Y | -6.4% | -19.2% | +12.7% | -2.4% |
| 3Y | +75.1% | -35.6% | +110.7% | +89.3% |
| 5Y | +69.8% | -31.4% | +101.3% | +77.2% |
| 10Y | +219.8% | -37.9% | +257.8% | +227.9% |
| All | +2,432.7% | +142.3% | +2,290.5% | +1,527.8% |
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