+2,233.8%
SAP vs CI
+3,203.4%
-969.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | +9.0% | +4.4% | +4.6% | +7.7% |
| 3M | +14.9% | +0.7% | +14.3% | +14.5% |
| 6M | +11.9% | +0.3% | +11.6% | +11.1% |
| YTD | -9.9% | +3.8% | -13.7% | -11.6% |
| 1Y | -19.5% | -5.5% | -14.0% | -19.7% |
| 3Y | +61.8% | +8.1% | +53.7% | +52.1% |
| 5Y | +56.2% | +42.8% | +13.4% | +34.5% |
| 10Y | +180.6% | +143.9% | +36.7% | +100.0% |
| All | +2,233.8% | +3,203.4% | -969.7% | +571.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling