+2,233.8%
SAP vs CAG
+206.5%
+2,027.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.9% | -3.8% | +0.9% | -2.1% |
| 30D | +9.0% | +3.1% | +5.9% | +8.1% |
| 3M | +14.9% | +23.5% | -8.5% | +9.3% |
| 6M | +11.9% | -14.8% | +26.7% | +15.7% |
| YTD | -9.9% | -5.4% | -4.5% | -9.5% |
| 1Y | -19.5% | -11.8% | -7.7% | -18.0% |
| 3Y | +61.8% | -36.7% | +98.5% | +75.7% |
| 5Y | +56.2% | -40.3% | +96.4% | +70.5% |
| 10Y | +180.6% | -37.0% | +217.6% | +189.1% |
| All | +2,233.8% | +206.5% | +2,027.2% | +1,298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling