-5.6%
CMG vs SAP
+76.8%
-82.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -0.6% | -3.9% | +3.2% | +0.7% |
| 30D | +15.9% | +6.5% | +9.4% | +13.3% |
| 3M | +7.8% | +14.7% | -6.9% | +2.4% |
| 6M | +7.7% | +39.9% | -32.3% | -6.5% |
| YTD | -4.9% | -2.0% | -3.0% | -5.6% |
| 1Y | +12.3% | -6.0% | +18.3% | +13.7% |
| 3Y | -17.1% | +67.7% | -84.8% | -38.4% |
| 5Y | -5.6% | +78.8% | -84.4% | -37.1% |
| All | -5.6% | +76.8% | -82.5% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling