+15,232.8%
CAH vs SAN
+2,116.5%
+13,116.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +5.4% | +1.8% | +3.6% | +5.0% |
| 30D | +3.3% | +2.0% | +1.3% | +2.8% |
| 3M | +22.8% | +19.7% | +3.1% | +17.4% |
| 6M | +11.3% | +30.6% | -19.4% | +3.8% |
| YTD | +21.1% | +28.8% | -7.7% | +12.9% |
| 1Y | +67.2% | +57.8% | +9.5% | +48.2% |
| 3Y | +195.6% | +338.1% | -142.5% | +101.4% |
| 5Y | +413.8% | +384.2% | +29.6% | +232.8% |
| 10Y | +309.6% | +353.1% | -43.6% | +157.3% |
| All | +15,232.8% | +2,116.5% | +13,116.3% | +6,614.4% |
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 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