-5.1%
SAP vs CMI
-3.8%
-1.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.2% |
| 7D | +0.6% | +0.5% | +0.2% | +0.7% |
| 30D | +6.5% | -14.0% | +20.6% | +3.6% |
| 3M | +12.2% | -28.1% | +40.4% | +5.6% |
| 6M | +46.1% | -35.8% | +81.9% | +36.3% |
| YTD | -1.6% | -10.5% | +8.9% | -13.2% |
| 1Y | -5.1% | -1.9% | -3.3% | -19.1% |
| All | -5.1% | -3.8% | -1.3% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling