+362.3%
SAP vs CG
+281.3%
+80.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -4.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | +11.1% | +5.0% | +6.1% | +9.3% |
| 3M | +17.0% | -18.2% | +35.2% | +23.5% |
| 6M | +34.8% | -20.7% | +55.6% | +43.0% |
| YTD | -2.2% | -31.4% | +29.2% | +7.7% |
| 1Y | -6.4% | -22.3% | +15.8% | -0.7% |
| 3Y | +75.1% | +50.2% | +25.0% | +47.0% |
| 5Y | +69.8% | -22.1% | +91.9% | +65.9% |
| 10Y | +219.8% | +295.5% | -75.7% | +106.3% |
| All | +362.3% | +281.3% | +80.9% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling