+251.7%
CB vs SAN
+270.1%
-18.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +2.9% | +4.0% | -1.1% | +1.7% |
| 30D | +7.3% | -7.8% | +15.1% | +9.5% |
| 3M | +9.4% | -16.4% | +25.8% | +14.6% |
| 6M | +19.6% | +3.5% | +16.1% | +16.8% |
| YTD | +21.5% | +6.7% | +14.8% | +16.0% |
| 1Y | +28.0% | +14.5% | +13.5% | +19.4% |
| 3Y | +74.9% | +243.5% | -168.6% | +8.8% |
| 5Y | +108.1% | +296.2% | -188.1% | +17.8% |
| All | +251.7% | +270.1% | -18.5% | +89.1% |
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