+104.0%
SAP vs CPNG
-74.8%
+178.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.5% |
| 7D | -2.5% | -6.2% | +3.7% | -1.5% |
| 30D | +7.5% | +4.6% | +2.8% | +6.5% |
| 3M | +11.6% | -3.1% | +14.7% | +11.9% |
| 6M | +37.6% | -0.9% | +38.5% | +36.4% |
| YTD | -2.0% | -32.2% | +30.3% | +3.0% |
| 1Y | -6.4% | -44.2% | +37.8% | +1.5% |
| 3Y | +67.7% | +4.4% | +63.3% | +61.4% |
| 5Y | +75.7% | -45.2% | +120.9% | +73.4% |
| All | +104.0% | -74.8% | +178.9% | +98.5% |
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