-5.9%
SAP vs CAG
-6.8%
+0.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.0% | -1.7% | +3.0% |
| 7D | +1.3% | +9.7% | -8.4% | -0.6% |
| 30D | +15.5% | +15.8% | -0.2% | +12.2% |
| 3M | +22.8% | +1.8% | +21.0% | +21.7% |
| 6M | +42.5% | +11.5% | +31.0% | +39.1% |
| YTD | +0.5% | -6.7% | +7.3% | -2.8% |
| 1Y | -5.9% | -5.6% | -0.3% | -9.7% |
| All | -5.9% | -6.8% | +0.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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