+402.2%
CAH vs SAN
+384.1%
+18.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 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% | +9.8% |
| 6M | +8.5% | +32.7% | -24.2% | +3.3% |
| YTD | +17.6% | +26.7% | -9.1% | +12.5% |
| 1Y | +60.7% | +51.6% | +9.0% | +48.6% |
| 3Y | +183.2% | +348.7% | -165.6% | +109.7% |
| 5Y | +402.2% | +378.7% | +23.5% | +258.4% |
| All | +402.2% | +384.1% | +18.1% | +258.4% |
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