+289.9%
CAH vs SAN
+347.0%
-57.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -5.1% | -2.8% | -2.3% | -4.4% |
| 30D | -1.8% | -0.5% | -1.2% | -1.7% |
| 3M | +9.4% | +22.7% | -13.4% | +3.4% |
| 6M | +9.2% | +28.8% | -19.5% | +1.4% |
| YTD | +15.7% | +26.3% | -10.6% | +7.3% |
| 1Y | +59.7% | +48.8% | +10.9% | +41.2% |
| 3Y | +178.5% | +347.2% | -168.7% | +73.9% |
| 5Y | +398.3% | +383.8% | +14.5% | +192.3% |
| All | +289.9% | +347.0% | -57.1% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling