+82.7%
SAP vs CMS
+38.3%
+44.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +4.0% | +1.7% | +2.4% | +4.0% |
| 30D | +15.7% | +8.6% | +7.1% | +15.3% |
| 3M | +23.4% | -0.5% | +23.9% | +23.3% |
| 6M | +41.3% | -4.2% | +45.4% | +41.6% |
| YTD | +2.0% | +3.4% | -1.4% | +1.9% |
| 1Y | -5.1% | +0.4% | -5.5% | -5.1% |
| All | +82.7% | +38.3% | +44.4% | +84.5% |
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