+82.3%
SAP vs CPNG
-76.8%
+159.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.3% | -7.6% | +7.3% | +1.0% |
| 30D | +0.3% | -8.8% | +9.1% | +1.7% |
| 3M | +16.9% | -7.2% | +24.1% | +17.6% |
| 6M | +6.3% | -21.5% | +27.9% | +9.5% |
| YTD | -12.4% | -37.4% | +25.0% | -6.6% |
| 1Y | -21.6% | -54.3% | +32.7% | -12.0% |
| 3Y | +54.8% | -20.3% | +75.1% | +55.7% |
| 5Y | +56.2% | -51.2% | +107.4% | +56.6% |
| All | +82.3% | -76.8% | +159.0% | +80.1% |
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