+103.7%
SAP vs CPNG
-74.3%
+178.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | +1.5% | +7.2% | -5.7% | +0.3% |
| 30D | +8.8% | +3.2% | +5.6% | +8.1% |
| 3M | +12.1% | +0.9% | +11.2% | +11.6% |
| 6M | +34.6% | -3.8% | +38.4% | +34.1% |
| YTD | -2.1% | -30.8% | +28.7% | +2.5% |
| 1Y | -5.5% | -43.5% | +38.0% | +2.2% |
| 3Y | +67.4% | +6.6% | +60.9% | +60.6% |
| 5Y | +74.6% | -45.3% | +119.9% | +71.9% |
| All | +103.7% | -74.3% | +178.0% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling