+67.5%
SAP vs CFG
+189.5%
-122.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +8.8% | +2.8% | +6.0% | +8.2% |
| 3M | +12.1% | -10.1% | +22.2% | +14.3% |
| 6M | +34.6% | +3.2% | +31.4% | +33.3% |
| YTD | -2.1% | +14.2% | -16.3% | -5.5% |
| 1Y | -5.5% | +27.4% | -33.0% | -11.2% |
| All | +67.5% | +189.5% | -122.0% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling