-18.4%
CAG vs SAN
+48.1%
-66.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -5.9% | -2.8% | -3.1% | -6.0% |
| 30D | -1.5% | -0.5% | -1.0% | -1.6% |
| 3M | +11.5% | +22.7% | -11.3% | +12.6% |
| 6M | -15.7% | +28.8% | -44.5% | -14.7% |
| YTD | -10.2% | +26.3% | -36.5% | -10.3% |
| All | -18.4% | +48.1% | -66.5% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling