+70.8%
SAP vs CFG
+61.2%
+9.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +11.1% | +1.1% | +10.0% | +10.8% |
| 3M | +17.0% | -12.0% | +29.0% | +20.7% |
| 6M | +34.8% | -2.2% | +37.1% | +35.1% |
| YTD | -2.2% | +11.4% | -13.6% | -5.8% |
| 1Y | -6.4% | +27.8% | -34.3% | -13.3% |
| 3Y | +75.1% | +173.3% | -98.2% | +26.9% |
| All | +70.8% | +61.2% | +9.6% | +49.2% |
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