+56.8%
SAP vs CPNG
-53.2%
+110.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.5% | -1.1% |
| 7D | -0.3% | -6.3% | +6.0% | +0.8% |
| 30D | +2.6% | -8.7% | +11.3% | +4.1% |
| 3M | +16.3% | -2.4% | +18.7% | +15.9% |
| 6M | +6.4% | -22.3% | +28.7% | +10.0% |
| YTD | -11.4% | -37.2% | +25.8% | -5.1% |
| 1Y | -20.4% | -53.0% | +32.6% | -10.2% |
| 3Y | +56.5% | -20.0% | +76.5% | +57.1% |
| 5Y | +56.8% | -52.8% | +109.5% | +61.5% |
| All | +56.8% | -53.2% | +110.0% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling