+68.4%
SAP vs CI
+7.2%
+61.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.4% |
| 3M | +12.2% | +7.4% | +4.8% | +11.9% |
| 6M | +46.1% | -0.1% | +46.2% | +45.9% |
| YTD | -1.6% | +9.7% | -11.4% | -2.3% |
| 1Y | -5.1% | +12.1% | -17.2% | -5.9% |
| 3Y | +68.4% | +7.0% | +61.3% | +71.4% |
| All | +68.4% | +7.2% | +61.2% | +71.4% |
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