+80.7%
SAP vs CG
-23.0%
+103.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | 0.0% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +6.5% | +11.2% | -4.6% | +2.8% |
| 3M | +12.2% | -22.1% | +34.3% | +20.7% |
| 6M | +46.1% | -17.9% | +64.0% | +53.9% |
| YTD | -1.6% | -31.3% | +29.7% | +9.1% |
| 1Y | -5.1% | -24.0% | +18.9% | +1.9% |
| 3Y | +68.4% | +45.0% | +23.4% | +36.0% |
| All | +80.7% | -23.0% | +103.7% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling