+2,432.7%
SAP vs CAG
+205.3%
+2,227.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.7% |
| 7D | -0.7% | +5.8% | -6.5% | -2.0% |
| 30D | +11.1% | +16.4% | -5.3% | +7.1% |
| 3M | +17.0% | +3.8% | +13.2% | +15.7% |
| 6M | +34.8% | +10.8% | +24.0% | +31.2% |
| YTD | -2.2% | -5.8% | +3.6% | -1.9% |
| 1Y | -6.4% | -2.4% | -4.1% | -7.0% |
| 3Y | +75.1% | -33.4% | +108.6% | +87.8% |
| 5Y | +69.8% | -39.4% | +109.3% | +84.6% |
| 10Y | +219.8% | -37.5% | +257.3% | +230.1% |
| All | +2,432.7% | +205.3% | +2,227.4% | +1,416.3% |
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