+56.4%
SAP vs CMS
+23.4%
+33.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +9.0% | -3.6% | +12.6% | +9.7% |
| 3M | +14.9% | -1.9% | +16.9% | +15.4% |
| 6M | +11.9% | -11.0% | +22.9% | +14.3% |
| YTD | -9.9% | +0.2% | -10.1% | -10.3% |
| 1Y | -19.5% | -1.3% | -18.2% | -19.7% |
| 3Y | +61.8% | +35.9% | +25.9% | +47.6% |
| All | +56.4% | +23.4% | +33.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling