+298.1%
SAP vs CFG
+351.2%
-53.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.3% |
| 7D | +4.0% | -2.2% | +6.2% | +4.6% |
| 30D | +15.7% | +0.4% | +15.3% | +15.6% |
| 3M | +23.4% | -12.6% | +36.0% | +27.6% |
| 6M | +41.3% | +0.6% | +40.7% | +40.5% |
| YTD | +2.0% | +12.4% | -10.4% | -2.0% |
| 1Y | -5.1% | +27.7% | -32.8% | -11.9% |
| 3Y | +82.1% | +172.4% | -90.2% | +34.5% |
| 5Y | +77.2% | +64.0% | +13.2% | +47.1% |
| 10Y | +233.6% | +252.8% | -19.2% | +98.8% |
| All | +298.1% | +351.2% | -53.1% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling