-6.4%
SAP vs CME
+17.5%
-23.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -2.5% | +2.5% | -4.9% | -2.6% |
| 30D | +7.5% | +13.9% | -6.5% | +6.9% |
| 3M | +11.6% | +22.4% | -10.7% | +11.3% |
| 6M | +37.6% | +12.9% | +24.7% | +34.8% |
| YTD | -2.0% | +19.6% | -21.6% | -0.4% |
| 1Y | -6.4% | +17.7% | -24.0% | -5.3% |
| All | -6.4% | +17.5% | -23.9% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling