+2,542.1%
SAP vs CMS
+629.9%
+1,912.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +4.0% | +1.7% | +2.4% | +3.5% |
| 30D | +15.7% | +8.6% | +7.1% | +12.8% |
| 3M | +23.4% | -0.5% | +23.9% | +23.5% |
| 6M | +41.3% | -4.2% | +45.4% | +42.7% |
| YTD | +2.0% | +3.4% | -1.4% | +0.4% |
| 1Y | -5.1% | +0.4% | -5.5% | -5.8% |
| 3Y | +82.1% | +38.2% | +43.9% | +62.2% |
| 5Y | +77.2% | +35.4% | +41.7% | +57.2% |
| 10Y | +233.6% | +131.7% | +102.0% | +145.7% |
| All | +2,542.1% | +629.9% | +1,912.1% | +1,089.0% |
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 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