+71.8%
CB vs SAN
+235.5%
-163.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.7% |
| 7D | +0.2% | +4.9% | -4.7% | 0.0% |
| 30D | +9.1% | -13.0% | +22.0% | +9.8% |
| 3M | +3.4% | -18.9% | +22.3% | +4.5% |
| 6M | +14.1% | -4.1% | +18.2% | +13.9% |
| YTD | +18.0% | +2.6% | +15.4% | +16.6% |
| 1Y | +30.1% | +16.9% | +13.2% | +26.8% |
| 3Y | +71.8% | +239.1% | -167.3% | +56.2% |
| All | +71.8% | +235.5% | -163.7% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling