-10.7%
CMG vs SAP
-19.8%
+9.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -2.8% | -2.9% | +0.1% | -2.4% |
| 30D | +7.1% | +9.0% | -1.9% | +5.9% |
| 3M | +31.2% | +14.9% | +16.2% | +27.5% |
| 6M | +0.7% | +11.9% | -11.2% | -2.1% |
| YTD | -0.1% | -9.9% | +9.8% | +0.2% |
| 1Y | -10.7% | -19.5% | +8.8% | -6.9% |
| All | -10.7% | -19.8% | +9.1% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling