+2,542.1%
SAP vs CI
+3,444.7%
-902.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.8% |
| 7D | +4.0% | +1.0% | +3.0% | +3.8% |
| 30D | +15.7% | +9.9% | +5.8% | +13.0% |
| 3M | +23.4% | +12.1% | +11.3% | +19.8% |
| 6M | +41.3% | +10.6% | +30.7% | +37.1% |
| YTD | +2.0% | +11.4% | -9.4% | -1.7% |
| 1Y | -5.1% | +18.8% | -23.9% | -10.1% |
| 3Y | +82.1% | +2.9% | +79.3% | +73.9% |
| 5Y | +77.2% | +54.5% | +22.6% | +49.6% |
| 10Y | +233.6% | +175.7% | +57.9% | +130.6% |
| All | +2,542.1% | +3,444.7% | -902.6% | +647.0% |
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