+251.6%
SAP vs CFG
+396.4%
-144.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | +1.5% | -4.4% | -3.3% |
| 30D | +9.0% | -3.8% | +12.8% | +10.0% |
| 3M | +14.9% | +11.5% | +3.5% | +11.5% |
| 6M | +11.9% | +19.2% | -7.3% | +6.4% |
| YTD | -9.9% | +23.7% | -33.6% | -15.5% |
| 1Y | -19.5% | +38.8% | -58.4% | -26.9% |
| 3Y | +61.8% | +178.9% | -117.1% | +18.5% |
| 5Y | +56.2% | +101.8% | -45.6% | +22.6% |
| 10Y | +180.6% | +317.3% | -136.7% | +59.0% |
| All | +251.6% | +396.4% | -144.7% | +89.5% |
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