+75.1%
SAP vs CMS
+36.5%
+38.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +11.1% | +7.2% | +3.9% | +10.8% |
| 3M | +17.0% | -1.3% | +18.3% | +17.0% |
| 6M | +34.8% | -4.3% | +39.2% | +35.2% |
| YTD | -2.2% | +2.1% | -4.3% | -2.3% |
| 1Y | -6.4% | -0.6% | -5.9% | -6.4% |
| 3Y | +75.1% | +38.0% | +37.1% | +77.0% |
| All | +75.1% | +36.5% | +38.7% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling