+180.9%
SAP vs CME
+286.7%
-105.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | +9.0% | +6.2% | +2.8% | +7.0% |
| 3M | +14.9% | +10.4% | +4.5% | +11.4% |
| 6M | +11.9% | -9.5% | +21.4% | +14.7% |
| YTD | -9.9% | +6.0% | -15.9% | -12.3% |
| 1Y | -19.5% | +9.3% | -28.8% | -22.6% |
| 3Y | +61.8% | +57.7% | +4.1% | +36.0% |
| 5Y | +56.2% | +77.7% | -21.5% | +24.3% |
| All | +180.9% | +286.7% | -105.7% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling