+180.2%
CAH vs SAN
+343.8%
-163.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -2.2% | -0.5% | -1.8% | -2.2% |
| 30D | +1.2% | -0.1% | +1.3% | +1.2% |
| 3M | +13.1% | +19.6% | -6.5% | +11.4% |
| 6M | +8.5% | +32.7% | -24.2% | +5.7% |
| YTD | +17.6% | +26.7% | -9.1% | +14.9% |
| 1Y | +60.7% | +51.6% | +9.0% | +54.0% |
| All | +180.2% | +343.8% | -163.6% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling