+80.7%
SAP vs CME
+74.8%
+5.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.6% | +3.9% | -3.3% | -0.1% |
| 30D | +6.5% | +11.3% | -4.8% | +4.3% |
| 3M | +12.2% | +19.6% | -7.3% | +8.4% |
| 6M | +46.1% | +8.1% | +38.0% | +43.6% |
| YTD | -1.6% | +20.4% | -22.0% | -5.7% |
| 1Y | -5.1% | +16.5% | -21.6% | -8.4% |
| 3Y | +68.4% | +66.4% | +1.9% | +46.1% |
| All | +80.7% | +74.8% | +5.9% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling