+17,377.4%
CAH vs SAN
+1,735.1%
+15,642.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +3.5% | +4.0% | -0.6% | +2.5% |
| 30D | +13.5% | -7.8% | +21.3% | +15.4% |
| 3M | +21.8% | -16.4% | +38.2% | +26.5% |
| 6M | +51.5% | +3.5% | +48.0% | +49.2% |
| YTD | +38.1% | +6.7% | +31.4% | +33.9% |
| 1Y | +37.7% | +14.5% | +23.2% | +31.2% |
| 3Y | +179.6% | +243.5% | -63.9% | +101.3% |
| 5Y | +504.9% | +296.2% | +208.8% | +309.7% |
| 10Y | +418.6% | +268.5% | +150.1% | +240.8% |
| All | +17,377.4% | +1,735.1% | +15,642.3% | +7,865.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling