-6.4%
SAP vs CFG
+28.5%
-34.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +7.5% | +3.1% | +4.3% | +7.1% |
| 3M | +11.6% | -9.7% | +21.4% | +12.3% |
| 6M | +37.6% | +6.7% | +30.9% | +37.0% |
| YTD | -2.0% | +15.2% | -17.1% | -3.8% |
| 1Y | -6.4% | +28.8% | -35.2% | -11.7% |
| All | -6.4% | +28.5% | -34.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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