-5.9%
SAP vs CPNG
-45.7%
+39.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.0% | -7.7% | +2.8% |
| 7D | +1.3% | +20.8% | -19.5% | -0.9% |
| 30D | +15.5% | +20.1% | -4.5% | +13.0% |
| 3M | +22.8% | +1.6% | +21.2% | +22.1% |
| 6M | +42.5% | -15.8% | +58.3% | +46.2% |
| YTD | +0.5% | -27.7% | +28.3% | +4.0% |
| 1Y | -5.9% | -46.9% | +41.0% | +1.8% |
| All | -5.9% | -45.7% | +39.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling