+67.8%
SAP vs CI
+8.8%
+59.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | -2.5% | -1.3% | -1.2% | -2.4% |
| 30D | +7.5% | +6.4% | +1.1% | +7.1% |
| 3M | +11.6% | +10.7% | +1.0% | +11.1% |
| 6M | +37.6% | +5.5% | +32.2% | +37.1% |
| YTD | -2.0% | +11.4% | -13.3% | -2.7% |
| 1Y | -6.4% | +15.0% | -21.4% | -7.3% |
| All | +67.8% | +8.8% | +59.0% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling