-5.1%
SAP vs CI
+12.2%
-17.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | +1.2% | -0.5% | +0.5% |
| 30D | +6.5% | +2.6% | +4.0% | +6.5% |
| 3M | +12.2% | +7.4% | +4.8% | +12.3% |
| 6M | +46.1% | -0.1% | +46.2% | +44.9% |
| YTD | -1.6% | +9.7% | -11.4% | -2.5% |
| 1Y | -5.1% | +12.1% | -17.2% | -6.1% |
| All | -5.1% | +12.2% | -17.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling