+78.8%
SAP vs CMI
+115.6%
-36.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -3.9% | +1.5% | -5.4% | -4.1% |
| 30D | +6.5% | -14.0% | +20.5% | +9.1% |
| 3M | +14.7% | -28.3% | +43.0% | +21.4% |
| 6M | +39.9% | -34.9% | +74.8% | +49.8% |
| YTD | -2.0% | -9.9% | +7.9% | -6.2% |
| 1Y | -6.0% | -3.6% | -2.4% | -12.2% |
| 3Y | +67.7% | +120.9% | -53.3% | +10.3% |
| 5Y | +78.8% | +116.1% | -37.3% | +11.4% |
| All | +78.8% | +115.6% | -36.9% | +11.4% |
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