+180.9%
SAP vs CG
+355.4%
-174.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | -2.9% | -4.3% | +1.4% | -1.5% |
| 30D | +9.0% | -5.1% | +14.1% | +10.7% |
| 3M | +14.9% | +8.7% | +6.3% | +11.5% |
| 6M | +11.9% | -9.2% | +21.1% | +14.5% |
| YTD | -9.9% | -18.9% | +9.0% | -4.6% |
| 1Y | -19.5% | -25.6% | +6.1% | -12.9% |
| 3Y | +61.8% | +57.3% | +4.5% | +30.0% |
| 5Y | +56.2% | +10.2% | +46.0% | +35.9% |
| All | +180.9% | +355.4% | -174.5% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling