+2,432.7%
SAP vs CMS
+614.4%
+1,818.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | +11.1% | +6.3% | +4.8% | +9.1% |
| 3M | +17.0% | -2.1% | +19.1% | +17.7% |
| 6M | +34.8% | -5.1% | +39.9% | +36.7% |
| YTD | -2.2% | +1.3% | -3.5% | -3.1% |
| 1Y | -6.4% | -1.4% | -5.1% | -6.6% |
| 3Y | +75.1% | +36.9% | +38.2% | +56.4% |
| 5Y | +69.8% | +32.5% | +37.3% | +51.7% |
| 10Y | +219.8% | +126.8% | +93.1% | +137.1% |
| All | +2,432.7% | +614.4% | +1,818.3% | +1,047.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling