+104.7%
SAP vs CPNG
-76.1%
+180.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +0.6% | -6.8% | +7.4% | +1.7% |
| 30D | +6.5% | +5.5% | +1.0% | +5.5% |
| 3M | +12.2% | -6.8% | +19.0% | +13.1% |
| 6M | +46.1% | -4.8% | +50.9% | +45.7% |
| YTD | -1.6% | -35.6% | +34.0% | +4.2% |
| 1Y | -5.1% | -46.8% | +41.6% | +3.6% |
| 3Y | +68.4% | -0.8% | +69.1% | +63.4% |
| 5Y | +79.4% | -42.9% | +122.3% | +77.2% |
| All | +104.7% | -76.1% | +180.8% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling