+80.7%
SAP vs CFG
+61.7%
+19.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +0.6% | +3.2% | -2.6% | -0.2% |
| 30D | +6.5% | +5.1% | +1.4% | +5.2% |
| 3M | +12.2% | -11.2% | +23.5% | +15.5% |
| 6M | +46.1% | +9.6% | +36.5% | +42.1% |
| YTD | -1.6% | +15.0% | -16.6% | -6.0% |
| 1Y | -5.1% | +29.9% | -35.0% | -12.4% |
| 3Y | +68.4% | +192.1% | -123.7% | +19.5% |
| All | +80.7% | +61.7% | +19.0% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling