-6.0%
SAP vs CAG
-10.4%
+4.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | -3.9% | -6.2% | +2.3% | -2.6% |
| 30D | +6.5% | +7.4% | -0.9% | +5.0% |
| 3M | +14.7% | -1.6% | +16.3% | +14.5% |
| 6M | +39.9% | +6.3% | +33.6% | +37.7% |
| YTD | -2.0% | -10.1% | +8.1% | -4.4% |
| 1Y | -6.0% | -10.2% | +4.2% | -8.7% |
| All | -6.0% | -10.4% | +4.4% | -8.7% |
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