+1,482.6%
SAP vs CME
+8,169.9%
-6,687.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | +11.1% | +13.2% | -2.1% | +7.1% |
| 3M | +17.0% | +16.3% | +0.8% | +11.8% |
| 6M | +34.8% | +7.1% | +27.7% | +31.2% |
| YTD | -2.2% | +15.8% | -18.1% | -7.3% |
| 1Y | -6.4% | +17.1% | -23.5% | -11.7% |
| 3Y | +75.1% | +63.2% | +12.0% | +47.7% |
| 5Y | +69.8% | +70.2% | -0.4% | +40.1% |
| 10Y | +219.8% | +337.0% | -117.2% | +92.4% |
| All | +1,482.6% | +8,169.9% | -6,687.3% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling