+179.0%
SAP vs CAG
-35.6%
+214.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.3% | -6.6% | +6.4% | +0.8% |
| 30D | +0.3% | +2.3% | -2.0% | -0.2% |
| 3M | +16.9% | +16.3% | +0.6% | +14.1% |
| 6M | +6.3% | -16.0% | +22.4% | +8.8% |
| YTD | -12.4% | -7.7% | -4.7% | -11.9% |
| 1Y | -21.6% | -16.0% | -5.6% | -20.0% |
| 3Y | +54.8% | -37.7% | +92.5% | +63.9% |
| 5Y | +56.2% | -41.2% | +97.4% | +66.2% |
| 10Y | +179.0% | -33.8% | +212.8% | +190.4% |
| All | +179.0% | -35.6% | +214.6% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling