+236.6%
SAP vs CMS
+140.2%
+96.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +0.6% | +1.7% | -1.1% | +0.1% |
| 30D | +6.5% | +6.2% | +0.4% | +4.7% |
| 3M | +12.2% | +0.6% | +11.6% | +12.0% |
| 6M | +46.1% | -1.8% | +47.8% | +46.5% |
| YTD | -1.6% | +3.8% | -5.5% | -3.2% |
| 1Y | -5.1% | -1.8% | -3.3% | -5.1% |
| 3Y | +68.4% | +39.8% | +28.5% | +48.7% |
| 5Y | +79.4% | +37.1% | +42.3% | +57.5% |
| All | +236.6% | +140.2% | +96.3% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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