+236.6%
SAP vs CMI
+320.3%
-83.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +0.6% | +0.5% | +0.2% | +0.5% |
| 30D | +6.5% | -14.0% | +20.6% | +10.9% |
| 3M | +12.2% | -28.1% | +40.4% | +22.8% |
| 6M | +46.1% | -35.8% | +81.9% | +63.1% |
| YTD | -1.6% | -10.5% | +8.9% | -4.0% |
| 1Y | -5.1% | -1.9% | -3.3% | -10.7% |
| 3Y | +68.4% | +121.0% | -52.6% | +11.3% |
| 5Y | +79.4% | +114.6% | -35.1% | +17.8% |
| All | +236.6% | +320.3% | -83.7% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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