+56.2%
SAP vs CMI
+165.6%
-109.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +0.3% | -12.3% | +12.6% | +2.8% |
| 3M | +16.9% | -16.8% | +33.7% | +20.0% |
| 6M | +6.3% | +1.5% | +4.8% | +2.0% |
| YTD | -12.4% | +9.8% | -22.2% | -18.8% |
| 1Y | -21.6% | +42.6% | -64.2% | -34.0% |
| 3Y | +54.8% | +151.0% | -96.2% | +1.8% |
| 5Y | +56.2% | +167.0% | -110.9% | -5.4% |
| All | +56.2% | +165.6% | -109.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling