-41.0%
CAG vs SAN
+381.4%
-422.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -6.6% | -0.5% | -6.1% | -6.6% |
| 30D | +2.3% | -0.1% | +2.4% | +2.3% |
| 3M | +16.3% | +19.6% | -3.3% | +14.4% |
| 6M | -16.0% | +32.7% | -48.7% | -18.3% |
| YTD | -7.7% | +26.7% | -34.4% | -10.1% |
| 1Y | -16.0% | +51.6% | -67.7% | -19.9% |
| 3Y | -37.7% | +348.7% | -386.4% | -48.4% |
| All | -41.0% | +381.4% | -422.4% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling