-5.7%
CMG vs SAP
+55.3%
-60.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | +12.1% | +0.3% | +11.8% | +11.8% |
| 3M | +20.6% | +16.9% | +3.7% | +12.9% |
| 6M | +2.1% | +6.3% | -4.2% | -1.5% |
| YTD | -2.6% | -12.4% | +9.8% | +0.6% |
| 1Y | -8.7% | -21.6% | +12.9% | -1.0% |
| 3Y | -7.4% | +54.8% | -62.2% | -28.8% |
| 5Y | -5.7% | +56.2% | -61.8% | -34.4% |
| All | -5.7% | +55.3% | -60.9% | -34.4% |
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