+247.9%
CB vs SAN
+267.7%
-19.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | +7.4% | -9.4% | +16.8% | +10.2% |
| 3M | +8.6% | -17.1% | +25.7% | +14.1% |
| 6M | +16.1% | +2.2% | +14.0% | +13.8% |
| YTD | +20.2% | +6.0% | +14.2% | +15.0% |
| 1Y | +27.2% | +12.7% | +14.5% | +19.2% |
| 3Y | +72.7% | +242.1% | -169.5% | +7.6% |
| 5Y | +105.9% | +293.6% | -187.7% | +16.8% |
| All | +247.9% | +267.7% | -19.8% | +87.4% |
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 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