+171.3%
SAP vs CMI
+509.0%
-337.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | -5.1% | +0.8% | -5.9% | -5.4% |
| 30D | -1.8% | -12.8% | +11.0% | +2.1% |
| 3M | +20.9% | -12.4% | +33.4% | +23.9% |
| 6M | +7.0% | -0.9% | +7.9% | +3.6% |
| YTD | -13.7% | +8.9% | -22.6% | -20.1% |
| 1Y | -19.6% | +37.7% | -57.3% | -32.2% |
| 3Y | +52.4% | +148.9% | -96.4% | -1.1% |
| 5Y | +54.4% | +164.4% | -109.9% | -4.2% |
| All | +171.3% | +509.0% | -337.7% | +18.3% |
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